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A Linear Discriminant for Gaussian Time Series
Author(s) -
DargahiNoubary G. R.
Publication year - 1999
Publication title -
journal of time series analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.576
H-Index - 54
eISSN - 1467-9892
pISSN - 0143-9782
DOI - 10.1111/1467-9892.00130
Subject(s) - mathematics , linear discriminant analysis , discriminant , series (stratigraphy) , gaussian , optimal discriminant analysis , simple (philosophy) , statistics , artificial intelligence , computer science , paleontology , philosophy , physics , epistemology , quantum mechanics , biology
A simple linear discriminant is introduced for Gaussian time series with fixed deterministic component. It is demonstrated that the discriminant is ‘efficient’ under some general conditions. The proposed procedure is tested using some seismological data.