A COMPARATIVE STUDY OF INFORMATION CRITERIA FOR MODEL SELECTION

DOI10.1142/S0218127406015982MaRDI QIDQ3579256zbMATH OpenFDO

Authors Tomomichi Nakamura, Kevin Judd, Michael Small, Alistair Mees

Publication date 6 August 2010

Published in International Journal of Bifurcation and Chaos in Applied Sciences and Engineering (Search for Journal in Brave)

zbMATH Keywords

model selectioninformation criteriathe least squares methodFitting errors

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Time series analysis of dynamical systems (37M10)

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Cites work

• scientific article; zbMATH DE number 1590937 (Why is no real title available?)
• A COMPARATIVE STUDY OF MODEL SELECTION METHODS FOR NONLINEAR TIME SERIES
• A new look at the statistical model identification
• A two-dimensional mapping with a strange attractor
• Comparisons of new nonlinear modeling techniques with applications to infant respiration.
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• Embedding as a modeling problem
• Estimating the dimension of a model
• MDL denoising
• MODELING NONLINEAR TIME SERIES USING IMPROVED LEAST SQUARES METHOD
• Modeling chaotic motions of a string from experimental data
• Nonlinear prediction of chaotic time series
• On Information and Sufficiency
• On selecting models for nonlinear time series
• PARSIMONIOUS DYNAMICAL RECONSTRUCTION
• REFINEMENTS TO MODEL SELECTION FOR NONLINEAR TIME SERIES
• The minimum description length principle in coding and modeling

Cited in

(10)

• Model selection for hybrid dynamical systems via sparse regression
• Development of a mathematical model that predicts the outcome of hormone therapy for prostate cancer
• Model selection via information criteria
• Selecting embedding delays: an overview of embedding techniques and a new method using persistent homology
• Nonlinear dynamical system identification with dynamic noise and observational noise
• Selecting nonlinear stochastic process rate models using information criteria
• scientific article; zbMATH DE number 3934190 (Why is no real title available?)
• scientific article; zbMATH DE number 3926015 (Why is no real title available?)
• Model comparison with composite likelihood information criteria
• Discovering stochastic partial differential equations from limited data using variational Bayes inference

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