BHATTACHARYYA DISTANCE BASED LINEAR DISCRIMINANT FUNCTION FOR STATIONARY TIME-SERIES

被引：14

作者：

CHAUDHURI, G

BORWANKAR, JD

RAO, PRK

机构：

[1] INDIAN INST TECHNOL,DEPT MATH,KANPUR 208016,UTTAR PRADESH,INDIA

[2] INDIAN INST TECHNOL,DEPT ELECT ENGN,KANPUR 208016,UTTAR PRADESH,INDIA

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1991年 / 20卷 / 07期

关键词：

BHATTACHARYYA DISTANCE; LINEAR DISCRIMINANT FUNCTIONS; STATIONARY TIME SERIES; AUTOREGRESSIVE PROCESS;

D O I：

10.1080/03610929108830627

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The problem of classifying a covariance stationary normal time series is considered. Under certain regularity conditions, a compact form of the linear discriminant function in the sense of maximizing the Bhattacharyya distance is obtained.

引用

页码：2195 / 2205

页数：11