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).