Predictive discrimination for autoregressive processes

DOI10.1016/0167-8655(88)90057-8MaRDI QIDQ3774740zbMATH OpenOpenAlexFDO

Authors Virgil R. Marco, Dean M. Young, Danny W. Turner

Publication date 1988

Published in Pattern Recognition Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-8655(88)90057-8

zbMATH Keywords

known class orderpredictive classification rulepredictive discriminationpredictive methodtime series discriminationunivariate autoregressive classes

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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