Adaptive model selection using orthogonal least squares methods

DOI10.1098/RSPA.1997.0002MaRDI QIDQ3128273zbMATH OpenOpenAlexFDO

Authors Jaroslav Stark

Publication date 9 September 1997

Published in Proceedings of the Royal Society of London. Series A: Mathematical and Physical Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1098/rspa.1997.0002

zbMATH Keywords

model selectionpredictionrecursive estimationchaotic time serieslinear least squares methods

Mathematics Subject Classification ID

Linear inference, regression (62J99) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic methods, stochastic differential equations (65C99) Estimation in multivariate analysis (62H12) Applications of statistics (62P99) Robustness and adaptive procedures (parametric inference) (62F35)

Recommendations

• Orthogonal least squares methods and their application to non-linear system identification
• Adaptive model selection and estimation for nonlinear systems using a sliding data window
• Orthogonal least-squares parameter estimation algorithms for non-linear stochastic systems
• An orthogonal least-squares method for recurrent fuzzy-neural modeling.
• Least squares adaptive polynomials

Cited in

(8)

• Iterative selection using orthogonal regression techniques
• Adaptive model selection using empirical complexities
• Jaroslav Stark: 1960–2010
• A COMPUTER-ASSISTED MODEL SELECTION METHOD FOR THREE STAGE LEAST SQUARES
• scientific article; zbMATH DE number 1064642 (Why is no real title available?)
• An orthogonal least-squares method for recurrent fuzzy-neural modeling.
• Efficient least angle regression for identification of linear-in-the-parameters models
• Least squares adaptive polynomials

This page was built for publication: Adaptive model selection using orthogonal least squares methods

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3128273)