Predictive discrimination for autoregressive processes

DOI10.1016/0167-8655(88)90057-8zbMath0635.62054OpenAlexW2046901159MaRDI QIDQ3774740

Virgil R. Marco, Dean M. Young, Danny W. Turner

Publication date: 1988

Published in: Pattern Recognition Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-8655(88)90057-8

zbMATH Keywords

predictive discriminationpredictive methodtime series discriminationknown class orderpredictive classification ruleunivariate autoregressive classes

Mathematics Subject Classification ID

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

Related Items (1)

Discrimination of AR, MA and ARMA time series models

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