Classification of Gaussian random processes using a simple linear discriminant and its application to seismic differentiation

DOI10.1016/0377-0427(87)90195-6MaRDI QIDQ5966493zbMATH OpenOpenAlexFDO

Authors G. R. Dargahi-Noubary

Publication date 1987

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0377-0427(87)90195-6

zbMATH Keywords

earthquakesGaussian processesmaximum error of misclassificationoptimal linear discriminant functionsimple least squares estimatortime seriesunderground nuclear explosionsweighted least squares model

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Survival analysis and censored data (62N99) Applications of statistics (62P99) Seismology (including tsunami modeling), earthquakes (86A15)

Review text

The problem of discriminating between two Gaussian processes observed through time series is tackled as caused by earthquakes and underground nuclear explosions. To avoid the complication of likelihood ratio methodology the author proposes to use an optimal linear discriminant function, which amounts to identifying an optimal vector \(\ell_ 0\) chosen in such a way as to minimize the maximum error of misclassification. It is shown how \(\ell_ 0\) may be identified and that the procedure is equivalent to the estimation of the multiplier in a weighted least squares model. The further simplification is then introduced by using a simple least squares estimator, and the consequences of doing so on the efficiency of the procedure are carefully analysed. In conclusion the method is adapted and applied to the discrimination between earthquakes and underground nuclear explosions for seven events and shown that in each case the event is correctly classified.

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Cites work

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(4)

• Nonlinear methodologies for identifying seismic event and nuclear explosion using random forest, support vector machine, and naive Bayes classification
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