A Comparison Of Some Tree Based Prediction Tools
Author(s)
P. S. Coelho, G. Lachtermacher & N. Ebecken
Abstract
A comparison of some tree based prediction
tools
P. S. ~oelho'.~, G. ~achtermacher"~ & N. beck en^
' ~aculdades Ibmec, Brazil
2 COPPE, Universidade Federal do Rio de Janeiro, Brazil
3 FACC, Universidade Federal do Rio de Janeiro, Brazil
Abstract
The prediction task (also called regression) uses the attribute values of a given
object to infer a response value to a variable. In general, examples of input and
output variables are used to construct a model, i.e., the model described the
response variable using attribute values. This paper makes a comparative study
among several business and academic prediction tools based on tree technology.
These techniques (Regression Trees or Models Trees) were developed over the
last 20 years and were selected because they have good results according to most
common comparison criteria (accuracy, velocity, scalability, robustness and
interpretability). Brazilian financial data, obtained from a model that decomposes
the stock returns into a specific set of facto
Keywords
Related Book
Other papers in this volume
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