Supervised linear classification of Gaussian spatio-temporal data

In this article we focus on the problem of supervised classifying of the spatio-temporal Gaussian random field observation into one of two classes, specified by different mean parameters. The main distinctive feature of the proposed approach is allowing the class label to depend on spatial location...

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Bibliographic Details
Main Authors: Marta Karaliutė, Kęstutis Dučinskas
Format: Article
Language:English
Published: Vilnius University Press 2021-12-01
Series:Lietuvos Matematikos Rinkinys
Subjects:
Online Access:https://www.zurnalai.vu.lt/LMR/article/view/25214
Description
Summary:In this article we focus on the problem of supervised classifying of the spatio-temporal Gaussian random field observation into one of two classes, specified by different mean parameters. The main distinctive feature of the proposed approach is allowing the class label to depend on spatial location as well as on time moment. It is assumed that the spatio-temporal covariance structure factors into a purely spatial component and a purely temporal component following AR(p) model. In numerical illustrations with simulated data, the influence of the values of spatial and temporal covariance parameters to the derived error rates for several prior probabilities models are studied.
ISSN:0132-2818
2335-898X