Model-structure selection by cross-validation
From MaRDI portal
Recommendations
Cites work
- A Bayesian comparison of different classes of dynamic models using empirical data
- A New Approach to Model Structure Discrimination
- A note on the generalized information criterion for choice of a model
- A test for whiteness
- An instrumental variable method for model order identification
- An order-testing criterion for mixed autoregressive moving average processes
- Asymptotic distribution of the order selected by AIC in multivariate autoregressive model fitting
- Comparison of different methods for identification of industrial processes
- Consistent estimation of system order
- Dimensionally recursive order determination of linear discrete system
- Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
- Dynamic system identification. Experiment design and data analysis
- Estimating the dimension of a model
- Estimation of the order of autoregressive process
- Estimation of the order of linear systems
- scientific article; zbMATH DE number 3875113 (Why is no real title available?)
- scientific article; zbMATH DE number 4093341 (Why is no real title available?)
- scientific article; zbMATH DE number 3752730 (Why is no real title available?)
- scientific article; zbMATH DE number 3312228 (Why is no real title available?)
- Instrumental product moment model-order testing: extensions and application
- Invariants and canonical forms for systems structural and parametric identification
- Local asymptotic admissibility of a generalization of Akaike's model selection rule
- On a measure of lack of fit in time series models
- On line structure selection for multivariable state-space models
- On Some Criteria for Estimating the Order of a Markov Chain
- On the parsimony principle
- Recursive estimation of mixed autoregressive-moving average order
- Selection of the order of an autoregressive model by Akaike's information criterion
- Significance levels of the Box-Pierce portmanteau statistic in finite samples
- Some numerical aspects of multivariable systems identification
- Structure determination and parameter identification for multivariable stochastic linear systems
- System identification. A survey
- Testing the adequacy of a time series model
- Testing the specification of a fitted autoregressive-moving average model
- Tests for determining model order in parameter estimation
- The asymptotic joint distribution of the estimated autoregressive coefficients
- The determination of optimum structures for the state space representation of multivariate stochastic processes
- The equivalence of two tests of time series model adequacy
- The estimation of the order of an ARMA process
- The order determination problem for linear time-varying AR models
- The range error test in the structural identification of linear multivariable systems
Cited in
(28)- On Tikhonov regularization, bias and variance in nonlinear system identification
- Identification of nonlinear system structure and parameters using regime decomposition
- Term clustering and the order selection of linear continuous systems
- Identification of nonlinear systems using empirical data and prior knowledge -- An optimization approach
- Performance monitoring of control systems using likelihood methods
- From data to stochastic models
- Criteria to validate count data model selection
- Structure identification of nonlinear dynamic systems - A survey on input/output approaches
- Improved model selection criteria for SETAR time series models
- scientific article; zbMATH DE number 2175088 (Why is no real title available?)
- scientific article; zbMATH DE number 4202175 (Why is no real title available?)
- An adaptive orthogonal search algorithm for model subset selection and non-linear system identification
- Improved model identification for non-linear systems using a random subsampling and multifold modelling (RSMM) approach
- scientific article; zbMATH DE number 3952636 (Why is no real title available?)
- Model structure selection for multivariable systems by cross-validation methods
- scientific article; zbMATH DE number 35752 (Why is no real title available?)
- DATA-DEPENDENT ESTIMATION OF PREDICTION FUNCTIONS
- THE ESTIMATION OF THE ORDER OF AN AUTOREGRESSION USING RECURSIVE RESIDUALS AND CROSS-VALIDATION
- An efficient linear method for ARMA spectral estimation
- Choosing a Model Selection Strategy
- Model Estimation and Classification Via Model Structure Determination
- scientific article; zbMATH DE number 2097475 (Why is no real title available?)
- Model selection for infinite variance time series
- Model term selection for spatio-temporal system identification using mutual information
- Cross-Validation: What Does It Estimate and How Well Does It Do It?
- Vibration data analysis for a commercial aircraft
- Selecting models with different spectral density matrix structures by the cross-validated log likelihood criterion
- Strong consistency of a family of model order selection rules for estimating 2D sinusoids in noise
This page was built for publication: Model-structure selection by cross-validation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3744063)
