Functional data analysis for clients segmentation tasks

被引:18
作者
Laukaitis, A
Rackauskas, A
机构
[1] Inst Math & Informat, LT-2600 Vilnius, Lithuania
[2] Vilnius State Univ, LT-2006 Vilnius, Lithuania
关键词
functional data; functional ANOVA; Fourier bases; adaptive neyman test;
D O I
10.1016/j.ejor.2004.01.010
中图分类号
C93 [管理学];
学科分类号
12 ; 1201 ; 1202 ; 120202 ;
摘要
Functional analysis of variance (FANOVA) is used to test whether there are some effects in cash flow processes that could be attributed to some categorical variable. Two data sets are under investigation. First data set represents cash flow processes with geographical and the second one with merchant type attributes. (C) 2004 Elsevier B.V. All rights reserved.
引用
收藏
页码:210 / 216
页数:7
相关论文
共 14 条
[1]  
Aguilera AM, 1999, APPL STOCH MODEL BUS, V15, P227, DOI 10.1002/(SICI)1526-4025(199910/12)15:4<227::AID-ASMB388>3.0.CO
[2]  
2-C
[3]  
Bosq D., 2000, LINEAR PROCESSES FUN, V149
[4]   Nonparametric estimation of smoothed principal components analysis of sampled noisy functions [J].
Cardot, H .
JOURNAL OF NONPARAMETRIC STATISTICS, 2000, 12 (04) :503-538
[5]  
Cavallini A., 1994, P IEEE ICHPS, P165
[6]   The econometrics of ultra-high-frequency data [J].
Engle, RF .
ECONOMETRICA, 2000, 68 (01) :1-22
[7]  
ENGLE RF, 1995, FORECASTING T RATES
[8]   Test of significance when data are curves [J].
Fan, JQ ;
Lin, SK .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1998, 93 (443) :1007-1021
[9]  
LAMBERT D, 1997, FITTING TREES CURVES
[10]  
LAUKAITIS A, 2001, MONETARY STUDIES, V4, P17