Each of J items has a characteristic Signature which varies in time. At time 0, the value of a Signature and the identity of the corresponding item are known. No further values of Signatures are observed until a later time t. At time t, a Signature from an unknown item is observed. The problem is to estimate the identity of the item whose Signature is observed at time t. The estimation procedure studied is to estimate the identity of the unknown item to be that one which maximizes the posterior probability of producing the observed Signature. Bayesian paradigm; Autoregressive process; Classification; Theoretical mathematics; Item identities. (jg)