S-Scheme of sliding examination for optimal set features determination in discriminant analysis by the group method of data handling

  • Authors:
  • Alexander Sarychev

  • Affiliations:
  • Institute of Technical Mechanics of the National Academy of Sciences of Ukraine, 15 Leshko-Popel St., Dnipropetrovsk, 49600, Ukraine

  • Venue:
  • Systems Analysis Modelling Simulation - Special issue: Self-organising modelling and simulation
  • Year:
  • 2003

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Abstract

It is shown analytically that the traditional scheme of sliding examination of the Group Method of Data Handling (GMDH) allows to solve the problem of discriminant analysis in a broad sense on the basis of finite samples of observations. It is shown that there exists an optimal set of features corresponding to the maximum mathematical expectation of some generalized distance between the observations from two general sets. It is shown analytically that parameters of the general sets and samples sizes influence on a complexity of optimal discriminant function, and conditions under which the optimal discriminant function is simplified are exhibited.