Improving weighted information criterion by using optimization

DOI10.1016/J.CAM.2009.11.016MaRDI QIDQ847252zbMATH OpenOpenAlexFDO

Authors C. H. Aladag, Süleyman Günay, Erol Egrioglu, Murat Alper Basaran

Publication date 12 February 2010

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2009.11.016

zbMATH Keywords

model selectionartificial neural networksconsistencyforecastingtime seriesweighted information criterion

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Applications of mathematical programming (90C90) Neural nets and related approaches to inference from stochastic processes (62M45)

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Cites work

• A deletion/substitution/addition algorithm for classification neural networks, with applications to biomedical data
• A new model selection strategy in artificial neural networks
• Evaluation of constructive neural networks with cascaded architectures
• The Box--Jenkins analysis and neural networks: Prediction and time series modelling

Cited in

(4)

• Evaluating modified generalized information criterion in presence of multicollinearity
• On parametric weighted information improvement
• A new model selection strategy in artificial neural networks
• Robust model selection in linear regression models using information complexity

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