Model-free classification of panel data via the ϵ-complexity theory. Issue 7 (3rd July 2022)

• Record Type: Journal Article
• Authors: Darkhovsky, Boris; Piryatinska, Alexandra
• Is Part Of: Communications in statistics. Volume 51:Issue 7(2022)
• Page Start: 4073
• Page End: 4086
• Publication Date: 2022-07-03
• Subjects: Classification -- ϵ-complexity -- multivariate time series -- Panel data; Mathematical statistics -- Periodicals; Mathematical statistics -- Data processing -- Periodicals; Digital computer simulation -- Periodicals; 519.5
• DOI: 10.1080/03610918.2020.1733609
• Languages: English
• ISSNs: 0361-0918

Abstract

Abstract: In this paper, we propose a novel method for the classification of so-called panel data. Our approach is based on a notion of the ϵ -complexity of continuous vector-functions. The proposed methodology does not use any prior information on data-generating mechanisms, therefore, can be utilized for multidimensional time series of arbitrary nature. We demonstrate the performance of our methodology on simulations.