Benchmarking optimality of time series classification methods in distinguishing diffusions
Statistical optimality benchmarking is crucial for analyzing and designing time series classification (TSC) algorithms. This study proposes to benchmark the optimality of TSC algorithms in distinguishing diffusion processes by the likelihood ratio test (LRT). The LRT is an optimal classifier by the...
| Main Authors: | , , , , , |
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| Format: | Internet publication |
| Language: | English |
| Published: |
2023
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