Recursive Algorithms of Time Series Observations Recognition
Volume 11, Issue 3 (2000), pp. 311–324
Pub. online: 1 January 2000
Type: Research Article
Received
1 May 2000
1 May 2000
Published
1 January 2000
1 January 2000
Abstract
The paper presents new method for sequential classification of the time series observations. Methods and algorithms of sequential recognition are obtained on the basis of the recursive equations for sufficient statistics. These recursive equations allow to construct algorithms of current classification of observable sequences in the rate of entering its values into the on-line operation. Classification algorithms are realized in the form of computer programs, including personal computers. They allow to build multi-channel conveyer computational structures for the sequential recognizers of time series observations.