A Discriminant Analysis Procedure for Paired Variables

Abstract

The widely used stepwise discriminant analysis procedure selects one variable at a time. However, instances occur in which variables occur naturally paired, such as the real and imaginary parts of a Fourier transformed signal. The existing stepwise discriminant procedure selects variables one at a time and might select the real part of the ith harmonic and the imaginary part of the jth harmonic, This paper presents an algorithm that selects variables in pairs.

KEY WORDS:

• Discriminant analysis
• Paired variables
• Stepwise procedure
• Time series
• Fourier analysis