Multiclass Adaboost Based on an Ensemble of Binary Adaboosts

This paper presents a multi-class AdaBoost based on incorporating an ensemble of binary AdaBoosts which is organized as Binary Decision Tree (BDT). It is proved that binary AdaBoost is extremely successful in producing accurate classification but it does not perform very well for multi-class problems. To avoid this performance degradation, the multi-class problem is divided into a number of binary problems and binary AdaBoost classifiers are invoked to solve these classification problems. This approach is tested with a dataset consisting of 6500 binary images of traffic signs. Haar-like features of these images are computed and the multi-class AdaBoost classifier is invoked to classify them. A classification rate of 96.7% and 95.7% is achieved for the traffic sign boarders and pictograms, respectively. The proposed approach is also evaluated using a number of standard datasets such as Iris, Wine, Yeast, etc. The performance of the proposed BDT classifier is quite high as compared with the state of the art and it converges very fast to a solution which indicates it as a reliable classifier.

Common Features in Vector Nonlinear Time Series Models

This thesis consists of four manuscripts in the area of nonlinear time series econometrics on topics of testing, modeling and forecasting nonlinear common features. The aim of this thesis is to develop new econometric contributions for hypothesis testing and forecasting in these area. Both stationary and nonstationary time series are concerned. A definition of common features is proposed in an appropriate way to each class. Based on the definition, a vector nonlinear time series model with common features is set up for testing for common features. The proposed models are available for forecasting as well after being well specified. The first paper addresses a testing procedure on nonstationary time series. A class of nonlinear cointegration, smooth-transition (ST) cointegration, is examined. The ST cointegration nests the previously developed linear and threshold cointegration. An Ftypetest for examining the ST cointegration is derived when stationary transition variables are imposed rather than nonstationary variables. Later ones drive the test standard, while the former ones make the test nonstandard. This has important implications for empirical work. It is crucial to distinguish between the cases with stationary and nonstationary transition variables so that the correct test can be used. The second and the fourth papers develop testing approaches for stationary time series. In particular, the vector ST autoregressive (VSTAR) model is extended to allow for common nonlinear features (CNFs). These two papers propose a modeling procedure and derive tests for the presence of CNFs. Including model specification using the testing contributions above, the third paper considers forecasting with vector nonlinear time series models and extends the procedures available for univariate nonlinear models. The VSTAR model with CNFs and the ST cointegration model in the previous papers are exemplified in detail,and thereafter illustrated within two corresponding macroeconomic data sets.