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Title:

Vine copula-based Bayesian classification for multivariate time series of electroencephalography eye states

Document type:
Zeitschriftenaufsatz
Author(s):
Zhang, Chunfang; Czado, Claudia
Abstract:
Sometimes classification tasks have to be based on multivariate time series data collected for each class. In these situations, the data for each class might exhibit non-stationary behavior together with complex dependence structures. We propose a vine copula-based approach to capture these features in each class before applying a Bayesian classifier. Vine copulas have been very successful in modelling asymmetric tail dependence among variables and are coupled with non-stationary univariate time...     »
Keywords:
Bayesian classification, multivariate distribution, time series model, vine copulas
Dewey Decimal Classification:
510 Mathematik
Journal title:
Journal of the Royal Statistical Society Series C: Applied Statistics
Year:
2023
Journal volume:
72
Year / month:
2023-06
Quarter:
2. Quartal
Month:
Jun
Journal issue:
4
Pages contribution:
992-1022
Language:
en
Fulltext / DOI:
doi:10.1093/jrsssc/qlad038
Publisher:
Oxford University Press (OUP)
E-ISSN:
0035-92541467-9876
Date of publication:
16.06.2023
Semester:
SS 23
TUM Institution:
Angewandte Mathematische Statistik
Format:
Text
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