Classification of intermittent dependent observations

dc.contributor.authorJacobs, Patricia A.
dc.contributor.authorGaver, Donald Paul
dc.contributor.corporateOperations Research (OR)
dc.contributor.corporateGraduate School of Operational and Information Sciences (GSOIS)
dc.contributor.corporateNaval Postgraduate School (U.S.)
dc.contributor.departmentOperations Research
dc.date1990-10
dc.date.accessioned2013-02-27T23:23:01Z
dc.date.available2013-02-27T23:23:01Z
dc.date.issued1990-10
dc.description.abstractEach of J items has a characteristic Signature which varies in time. At time 0, the value of a Signature and the identity of the corresponding item are known. No further values of Signatures are observed until a later time T greater than 0. At time t a Signature associated with an unknown item is observed. The problem is to estimate the identity of the item whose Signature is observed at time t. The estimation procedure studied is to estimate the identity of the item that is associated with the Signature at time t to be that one which maximizes the posterior probability of being associated with the observed Signature. Univariate and multivariate Gaussian and univariate Cauchy autoregressive processes are considered as models for the Signatures. The robustness of the univariate Gaussian, (respectively Cauchy), procedure when applied to Cauchy, (respectively Gaussian) data is studied. The results suggest that the Gaussian classification procedure is biased towards classifying the Signature observed at time t as being associated with the same item that is associated with the Signature at time 0. The Cauchy procedure is biased towards classifying a Signature observed at time t as being associated with a different item than the one associated with the Signature at time 0en_US
dc.description.recognitionNAen_US
dc.description.urihttp://archive.org/details/classificationof00jaco
dc.format.extenti, 44 p. : ill. ; 28 cm.en_US
dc.identifier.npsreportNPS-OR-91-02
dc.identifier.oclcocn640488047
dc.identifier.urihttps://hdl.handle.net/10945/28698
dc.language.isoen_US
dc.publisherMonterey, CA; Naval Postgraduate Schoolen_US
dc.rightsThis publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.en_US
dc.subject.lcshSIGNATURES.en_US
dc.titleClassification of intermittent dependent observationsen_US
dc.typeTechnical Reporten_US
dspace.entity.typePublication
relation.isOrgUnitOfPublication58745961-c46a-45ad-ae9c-d139d1ba1041
relation.isOrgUnitOfPublicationdd7f1b97-9c92-402d-b910-27f080946cde
relation.isOrgUnitOfPublication.latestForDiscoverydd7f1b97-9c92-402d-b910-27f080946cde
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