Bhattacharyya distance based linear discriminant function for stationary time series
- 1 January 1991
- journal article
- research article
- Published by Informa UK Limited in Communications in Statistics - Theory and Methods
- Vol. 20 (7), 2195-2205
- https://doi.org/10.1080/03610929108830627
Abstract
The problem of classifying a covariance stationary normal time series is considered. Under certain regularity conditions, a compact form of the linear discriminant function in the sense of maximizing the Bhattacharyya distance is obtained.Keywords
This publication has 2 references indexed in Scilit:
- Linear Discriminant Functions for Stationary Time SeriesJournal of the American Statistical Association, 1974
- Classification into two Multivariate Normal Distributions with Different Covariance MatricesThe Annals of Mathematical Statistics, 1962