Bayesian Classification with Multivariate Autoregressive Processes
Shaarawy, S. (1992). Bayesian Classification with Multivariate Autoregressive Processes. EKB Journal Management System, 36(2), 346-356. doi: 10.21608/esju.1992.314871
Samir M. Shaarawy. "Bayesian Classification with Multivariate Autoregressive Processes". EKB Journal Management System, 36, 2, 1992, 346-356. doi: 10.21608/esju.1992.314871
Shaarawy, S. (1992). 'Bayesian Classification with Multivariate Autoregressive Processes', EKB Journal Management System, 36(2), pp. 346-356. doi: 10.21608/esju.1992.314871
Shaarawy, S. Bayesian Classification with Multivariate Autoregressive Processes. EKB Journal Management System, 1992; 36(2): 346-356. doi: 10.21608/esju.1992.314871

Bayesian Classification with Multivariate Autoregressive Processes

The Egyptian Statistical Journal
Article 14, Volume 36, Issue 2, December 1992, Pages 346-356    PDF (8.77 M)
Document Type: Original Article
DOI: 10.21608/esju.1992.314871
Author
Samir M. Shaarawy
Abstract
The main objective of this paper is to develop a Bayesian technique that can be used to assign a multivariate time series realization to one of several. multivariate autoregressive sources, with unknown coefficients, that share a common known order and unknown precision matrix. The foundation of the proposed assignment technique is to derive the marginal posterior mass function of a classification vector using the exact conditional likelihood function. A multivariate time series realization is assigned to that multivariate autoregressive process with the largest posterior probability.
Keywords
Bayesian Analysis; Classification; Multivariate Autoregressive Processes
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