Prediction error estimator for non-linear stochastic systems (Q3791061): Difference between revisions
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Revision as of 13:43, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Prediction error estimator for non-linear stochastic systems |
scientific article |
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Prediction error estimator for non-linear stochastic systems (English)
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1988
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NARMAX (Nonlinear AutoRegressive Moving Average with eXogenous inputs) models
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prediction error method
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structural indices
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structure selection
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cross-validation methods
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parameter estimation
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