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SPECTRAL DISCRIMINATION FOR TWO GROUPS OF TIME SERIES
Author(s) -
Alagón Javier
Publication year - 1989
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/j.1467-9892.1989.tb00024.x
Subject(s) - mathematics , series (stratigraphy) , linear discriminant analysis , gaussian , discriminant , cross spectrum , quadratic equation , discriminant function analysis , time domain , statistics , frequency domain , time series , gaussian function , pattern recognition (psychology) , artificial intelligence , mathematical analysis , computer science , geometry , geology , paleontology , physics , quantum mechanics , computer vision
. The problem of discriminating in the frequency domain between two groups of Gaussian stationary time series is examined. A test aimed at detecting differences between the windowed spectra of the two groups is used. The effect of windows on the resulting quadratic discriminant function is considered. Two examples taken from seismology and neurology are given.