LINEAR DISCRIMINANT FUNCTION FOR COMPLEX NORMAL TIME-SERIES

被引:2
|
作者
CHAUDHURI, G [1 ]
机构
[1] UNIV POONA,DEPT STAT,POONA 411007,MAHARASHTRA,INDIA
关键词
LINEAR DISCRIMINANT FUNCTION; COMPLEX NORMAL TIME SERIES; BHATTACHARYYA DISTANCE;
D O I
10.1016/0167-7152(92)90162-X
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 complex normal time series is considered via maximizing the Bhattacharyya distance. Results are analogous to those in the real case considered in Chaudhuri et al. (1991a,b).
引用
收藏
页码:277 / 279
页数:3
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