Alpha integration methods have been used for integrating stochastic models and fusion in the context of detection (binary classification). Our work proposes separated score integration (SSI), a new method based on alpha integration to perform soft fusion of scores in multiclass classification problems, one of the most common problems in automatic classification. Theoretical derivation is presented to optimize the parameters of this method to achieve the least mean squared error (LMSE) or the minimum probability of error (MPE). The proposed alpha integration method was tested on several sets of simulated and real data. The first set of experiments used synthetic data to replicate a problem of automatic detection and classification of three types of ultrasonic pulses buried in noise (four-class classification). The second set of experiments analyzed two databases (one publicly available and one private) of real polysomnographic records from subjects with sleep disorders. These records were automatically staged in wake, rapid eye movement (REM) sleep, and non-REM sleep (three-class classification). Finally, the third set of experiments was performed on a publicly available database of single-channel real electroencephalographic data that included epileptic patients and healthy controls in five conditions (five-class classification). In all cases, alpha integration performed better than the considered single classifiers and classical fusion techniques.