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INFORMATICA, 2000, Vol. 11, No. 3, 311-324
© Institute of Mathematics and Informatics, Vilnius, 1998

ISSN 0868-4952

Recursive Algorithms of Time Series Observations Recognition

Edward SHPILEWSKI

Institute of Mathematics and Informatics Gotauto 12, 2600 Vilnius, Lithuania E-mail: edwszp@ktl.mii.lt

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.

Keywords:

time series, processes classes, samples, sequential classification

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