Evaluating the Performance of Feature Selection Methods Using Huge Big Data: A Monte Carlo Simulation Approach

Table 5

Features selection based on real data.

Variables	MCP	E-SCAD	AEnet	Autometrics
✓LGDP	✓	✓	✓	✓
✗INF	✗	✗	✗	✗
✗IR	✗	✗	✗	✗
✗LFDI	✗	✗	✗	✗
✗UEMP	✗	✗	✗	✗
✓LTO	✓	✓	✓	✓
✓LGOLD	✓	✓	✓	✓
✗LDEX	✗	✗	✗	✗
✓D911	✓	✓	✓	✓
✗LTIND	✗	✗	✗	✗
✓LMW	✓	✓	✓	✓
✗LSP	✗	✗	✗	✗
✓LSSEN	✓	✓	✓	✓
✓LREER	✓	✓	✓	✓
✓LFINL	✓	✓	✓	✓
✓DMOC	✓	✓	✓	✓
✗ICNF	✗	✗	✗	✗
✗XCNF	✗	✗	✗	✗
✗LAOR	✗	✗	✗	✗
✗CORR	✗	✗	✗	✗
✓LDEPT	✓	✓	✓	✓
✗LGS	✗	✗	✗	✗
✗IRUS	✗	✗	✗	✗
✓IRPAK	✓	✓	✓	✓
✗LAGC	✗	✗	✗	✗
✗LWAGE	✗	✗	✗	✗
✓LBMP	✓	✓	✓	✓

Tick marks show the selected variable, and cross marks show the nonselected variable.