2005
DOI: 10.1111/j.1467-9469.2005.00421.x
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Linear Discriminant Analysis of Multivariate Spatial-Temporal Regressions

Abstract: We consider classification of the realization of a multivariate spatial-temporal Gaussian random field into one of two populations with different regression mean models and factorized covariance matrices. Unknown means and common feature vector covariance matrix are estimated from training samples with observations correlated in space and time, assuming spatial-temporal correlations to be known. We present the first-order asymptotic expansion of the expected error rate associated with a linear plug-in discrimi… Show more

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Cited by 21 publications
(13 citation statements)
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“…Other validation indices may provide additional information about the accuracy of the used models. (Dučinskas & Šaltytė-Benth 2005). The predictions carried out in the stations with different distances underline the importance of spatial information in such projections.…”
Section: Resultsmentioning
confidence: 99%
“…Other validation indices may provide additional information about the accuracy of the used models. (Dučinskas & Šaltytė-Benth 2005). The predictions carried out in the stations with different distances underline the importance of spatial information in such projections.…”
Section: Resultsmentioning
confidence: 99%
“…Šaltyt -Benth and Du inskas [1], Du inskas [2], Batsidis and Zografos [3]). Multi-category linear discriminant analysis of spatial data generated by univariate Gaussian random field (GRF) is considered in Du inskas et al [4].…”
Section: Introductionmentioning
confidence: 95%
“…Šaltytė and Dučinskas (2002) derived the asymptotic approximation of the ER when classifying the observation of a univariate Gaussian random field into one of two classes with different regression mean models and common variance. This result was generalized to multivariate spatial-temporal regression model in Šaltytė-Benth and Dučinskas (2005). However, the observations to be classified are assumed to be independent from training samples in all publications listed above.…”
Section: Introductionmentioning
confidence: 97%