Cart (Loading....) | Create Account
Close category search window

Optimal feature selection and decision rules in classification problems with time series

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

1 Author(s)

The problem to be considered is that of classifying a given time seriesZ_{N} = (y(1), cdots ,y(N))into one ofrclassesC_{i}, i= 1, cdots ,r. The stochastic processy(cdot)is assumed to obey an autoregressive structure involving a parameter vectortheta, whose probability densityp(theta|C_{i})depends on the class to whichZory(cdot)belongs. Assuming appropriate expressions forp(theta|C_{i}), it is shown that the probability density ofZ_{N}characterizing each class, namelyp(Z_{N}|C_{i}), possesses a vectorbar{theta}of sufficient statistics, i.e., all the information aboutZ_{N}needed for the discrimination between the various classes is contained in the vectorbar{theta}=(bar{theta}_{1}(Z_{N}), cdots , bar{theta}_{m+1}(Z_{N}))^{T}, where the functionsbar{theta}_{i}(Z_{N}), i=1, cdots ,m+1have the same structure for allN. Thus the best possible feature set for the problem isbar{theta}From this is deduced the optimal decision rule to minimize the average probability of error. The optimal feature set and the corresponding optimal decision rule are compared with other feature sets and decision rules mentioned in the literature on speech recognition.

Published in:

Information Theory, IEEE Transactions on  (Volume:24 ,  Issue: 3 )

Date of Publication:

May 1978

Need Help?

IEEE Advancing Technology for Humanity About IEEE Xplore | Contact | Help | Terms of Use | Nondiscrimination Policy | Site Map | Privacy & Opting Out of Cookies

A not-for-profit organization, IEEE is the world's largest professional association for the advancement of technology.
© Copyright 2014 IEEE - All rights reserved. Use of this web site signifies your agreement to the terms and conditions.