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)

Full work available at URL https://doi.org/10.1142/S0218127406015982

zbMATH Keywords

Fitting errorsinformation criteriamodel selectionthe least squares method

Mathematics Subject Classification ID

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

Recommendations

• Model selection via information criteria
• Model Selection and Information Criterion
• A modified information criterion for model selection
• Model selection rates of information based criteria
• Generalised information criteria in model selection
• Empiricial comparison between some model selection criteria
• scientific article; zbMATH DE number 3926015

Cites work

• 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.
• Deterministic Nonperiodic Flow
• Embedding as a modeling problem
• Estimating the dimension of a model
• scientific article; zbMATH DE number 1590937 (Why is no real title available?)
• MDL denoising
• Modeling chaotic motions of a string from experimental data
• MODELING NONLINEAR TIME SERIES USING IMPROVED LEAST SQUARES METHOD
• 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)

• 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
• scientific article; zbMATH DE number 3926015 (Why is no real title available?)
• scientific article; zbMATH DE number 3934190 (Why is no real title available?)
• Model comparison with composite likelihood information criteria
• Model selection for hybrid dynamical systems via sparse regression
• Discovering stochastic partial differential equations from limited data using variational Bayes inference
• 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

This page was built for publication: A COMPARATIVE STUDY OF INFORMATION CRITERIA FOR MODEL SELECTION

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3579256)