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314823

Bayesian Classification with Arma Sources

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Last updated: 28 Dec 2024

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Abstract

This paper develops an approximate Bayesian technique to assign a univariate time series realization to one of several autoregressive moving average sources, with unknown coefficients, that share common known orders and unknown precision. By employing an approximate conditional likelihood function, the proposed technique is based on the marginal posterior mass function of a classification vector. A time series realization is assigned to the r-th autoregressive moving average source whenever the posterior mass function of the classification vector has the largest value at the r-th mass point. A comprehensive simulation study is carried out to demonstrate the performance of the proposed technique and to test its adequacy in handling the classification problems. The simulation is carried out for a wide variety of ARMA sources. The selected sources are chosen in such a way to include different orders and parameters.

DOI

10.21608/esju.1994.314823

Keywords

classification, Autoregressive Moving Average Sources, Conditional Likelihood Function, Posterior Mass Function

Authors

First Name

Samir

Last Name

Shaarawy

MiddleName

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Affiliation

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City

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Orcid

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First Name

Ahmed

Last Name

Haroun

MiddleName

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Affiliation

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Orcid

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Volume

38

Article Issue

2

Related Issue

43178

Issue Date

1994-12-01

Receive Date

2023-08-27

Publish Date

1994-12-01

Page Start

165

Page End

176

Print ISSN

0542-1748

Online ISSN

2786-0086

Link

https://esju.journals.ekb.eg/article_314823.html

Detail API

https://esju.journals.ekb.eg/service?article_code=314823

Order

2

Type

Original Article

Type Code

1,914

Publication Type

Journal

Publication Title

The Egyptian Statistical Journal

Publication Link

https://esju.journals.ekb.eg/

MainTitle

Bayesian Classification with Arma Sources

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Article

Created At

28 Dec 2024