Adaptive model selection using orthogonal least squares methods

DOI10.1098/RSPA.1997.0002zbMATH Open0869.62023OpenAlexW2112564294MaRDI QIDQ3128273FDOQ3128273

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

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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)

Cited In (8)

• Iterative selection using orthogonal regression techniques
• A COMPUTER-ASSISTED MODEL SELECTION METHOD FOR THREE STAGE LEAST SQUARES
• Least squares adaptive polynomials
• An orthogonal least-squares method for recurrent fuzzy-neural modeling.
• Efficient least angle regression for identification of linear-in-the-parameters models
• Adaptive model selection using empirical complexities
• Jaroslav Stark: 1960–2010
• Title not available (Why is that?)

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