Subscribe to DSC Newsletter

I have built a PD model with the "Ever 90+ in 12 months of Performance Period" as Bad. Now I would like to derive PD for 6 months from the above, still Bad being "Ever 90+" but in 6 months of performance.

PD_90P_12 = Probability of becoming 90+ in next 12 months;

PD_90P_06 = f(PD_90P_12) = Probability of becoming 90+ in next 06 months;

How will I get the function "f";

Any inputs? most welcome and thanks a lot!!

Views: 159

Reply to This

On Data Science Central

© 2019   AnalyticBridge.com is a subsidiary and dedicated channel of Data Science Central LLC   Powered by

Badges  |  Report an Issue  |  Privacy Policy  |  Terms of Service