Classification Based on Multivariate Repeated Measures with Time Effect on Mean Vector and an AR (1) Correlation Structure on the Repeated Measures

Abstract

In repeated measures studies how observations change over time is often of prime interest. Modelling this time effect in the context of discrimination, is the objective of this article. We study the problem of classification with multiple q-variate observations with time effect on each individual. The covariance matrices as well as mean vectors are mordelled respectively to accommodate the correlation between the successive repeated measures and to describe the time effects. Computation schemes for maximum likelihood estimation of required population parameters are provided.