Recognition of a stream of random events
We consider the recognition problem for a stream of directly unobservable events (from a finite number of classes) which occur at random moments on the discrete time axis. It is assumed that each event causes a change in the probability properties of the sequence of the observed values of the attribute vector relative to previous values, and this change is associated with the class of the current event. For the proposed class of loss functions, the recognition problem reduces to an extremal problem of optimal partitioning of the sample fragment in the observation interval.
- Algorithm for recognition of a stream of random events
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- Recognition of short-time specific random elements in random sequences
- scientific article; zbMATH DE number 2089462
- Publication:3030068
- Algorithm for recognition of a stream of random events
- An algorithm for identification and computer visualization of events. I
- scientific article; zbMATH DE number 4203441 (Why is no real title available?)
- Parametric recognition of a stream of random events. I: Maximum likelihood estimators for the parameters of stochastic processes
- Parametric recognition of a stream of random events. II: Consistency of parameter estimators
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