Bayesian Classification with First Order Moving Average Sources | ||
The Egyptian Statistical Journal | ||
Article 11, Volume 36, Issue 2, December 1992, Pages 317-325 PDF (10.94 M) | ||
Document Type: Original Article | ||
DOI: 10.21608/esju.1992.314869 | ||
Authors | ||
Ahmed Haroun* ; Samir Shaarawy | ||
Cairo University, Egypt | ||
Abstract | ||
The main objective of this paper is to develop a convenient Bayesian procedure that can be used to assign a univariate time series realization to one of several first order moving average sources, with unknown coefficients, that share a common unknown precision. The foundation of the proposed procedure is to develop the marginal posterior mass function of a classification vector using an approximate conditional likelihood function. A time series realization is assigned to that first order moving average process with the largest posterior probability. A comprehensive simulation study with two sources is carried out to demonstrate the performance of the proposed procedure and to check its adequacy in handling the classification problems. | ||
Keywords | ||
Moving Average Processes; Classification; Posterior Mass Function; Bayesian Analysis | ||
Statistics Article View: 106 PDF Download: 3,346 |