Multivariate responses using classification and regression trees systems and methods
US7003490B1 · kind B1 · utility
Assignee
Inventor
Key dates
| Filing date | Jul 19, 2000 |
| Grant date | Feb 21, 2006 |
| Priority date | — |
| Expiry date | Apr 3, 2022 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06Q40/04
- WIPO fieldIT methods for management
- WIPO sectorElectrical engineering
Abstract
The present invention is a method of allowing inclusion of more than one variable in a Classification and Regression Tree (CART) analysis. The method includes predicting y using p exploratory variables, where y is a multivariate, continuous response vector, describing a probability density function at “parent” and “child” nodes using a multivariate normal distribution, which is a function of y, and defining a split function where “child” node distributions are individualized, compared to the parent node. In one embodiment a system is configured to implement the multivariate CART analysis for predicting behavior in a non-performing loan portfolio.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.