A COMPARATIVE STUDY OF INFORMATION CRITERIA FOR MODEL SELECTION
DOI10.1142/S0218127406015982zbMATH Open1192.37111MaRDI QIDQ3579256FDOQ3579256
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)
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- scientific article; zbMATH DE number 3926015
Statistical aspects of information-theoretic topics (62B10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Time series analysis of dynamical systems (37M10)
Cites Work
- Estimating the dimension of a model
- A new look at the statistical model identification
- On Information and Sufficiency
- Deterministic Nonperiodic Flow
- A two-dimensional mapping with a strange attractor
- Nonlinear prediction of chaotic time series
- The minimum description length principle in coding and modeling
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- MDL denoising
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- Embedding as a modeling problem
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- Title not available (Why is that?)
- A COMPARATIVE STUDY OF MODEL SELECTION METHODS FOR NONLINEAR TIME SERIES
- REFINEMENTS TO MODEL SELECTION FOR NONLINEAR TIME SERIES
- Modeling chaotic motions of a string from experimental data
- PARSIMONIOUS DYNAMICAL RECONSTRUCTION
Cited In (10)
- Selecting embedding delays: an overview of embedding techniques and a new method using persistent homology
- Title not available (Why is that?)
- Nonlinear dynamical system identification with dynamic noise and observational noise
- Development of a mathematical model that predicts the outcome of hormone therapy for prostate cancer
- Model selection via information criteria
- Selecting nonlinear stochastic process rate models using information criteria
- Model comparison with composite likelihood information criteria
- Title not available (Why is that?)
- Model selection for hybrid dynamical systems via sparse regression
- Discovering stochastic partial differential equations from limited data using variational Bayes inference
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