Dynamic Bayesian Networks for Classification of Business Cycles
Ursula Sondhauß, Claus Weihs · RePEc: Research Papers in Economics · 1999
We use Dynamic Bayesian networks to classify business cycle phases. We compare classiffiers generated by learning the Dynamic Bayesian network structure on different sets of admissible network structures. Included are sets of network structures of the Tree Augmented Naive Bayes (TAN) classifiers of Friedman, Geiger, and Goldszmidt (1997) adapted for dynamic domains. The performance of the developed classifiers on the given data was modest.