Informatica

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.

The problem multialternative recognition of non-stationary processes on the basis of dynamic models is investigated in the paper. The algorithms of pointwise and group classifications are compared. Clustering algorithms based on nonlinear mapping of the segments of random processes onto the plain are used to construct the classifiers.