Bhattacharyya distance based linear discriminant function for stationary time series

DOI10.1080/03610929108830627zbMath0900.62461OpenAlexW2100700099MaRDI QIDQ3135335

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Publication date: 17 October 1993

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929108830627

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Related Items (8)

Thermodynamic Bayesian model comparison ⋮ Linear discrimination with equicorrelated training vectors ⋮ Supervised classifiers for high-dimensional higher-order data with locally doubly exchangeable covariance structure ⋮ Linear discrimination for three-level multivariate data with a separable additive mean vector and a doubly exchangeable covariance structure ⋮ Discrimination of AR, MA and ARMA time series models ⋮ Linear discriminant function for complex normal time series ⋮ The Autoregressive metric for comparing time series models ⋮ Time series clustering and classification by the autoregressive metric

Cites Work

• Classification into two Multivariate Normal Distributions with Different Covariance Matrices
• Linear Discriminant Functions for Stationary Time Series
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