Machine Learning for Panel Data

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Nick on 26 Apr 2022
Edited: Nick on 4 May 2022
Can anyone please confirm whether Matlab supports machine learning methods for panel/longitudinal data?
I have not been able to find anything around trees/random forests etc.
Many thanks

Answers (1)

Hiro on 27 Apr 2022
Yes, it does.
table type variable is supported by many ML models. For example, SVM ( accepts "Tbl" (table) as a first argument.
This is where "table" is elaborated
Nick on 4 May 2022
Thank you Hiro. Apologies for being repetitive but having gone through the links I still have trouble understanding this.
In this simple example below how exactly do I add the ID variable (data.ID) in this model given this is a panel data set where there are different borrowers (i.e. different IDs) with several observations under each ID?
load RetailCreditPanelData.mat
data = data(1:1000,:);
X = data(:,[2:3,5]);
Y = data.Default;
Model1 = fitcecoc(X,Y);

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