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Volumn 16, Issue 4, 2001, Pages 505-517

On the selection of subset bilinear time series models: A genetic algorithm approach

Author keywords

Adaptive function; Bilinear time series; Genetic algorithm; Model selection

Indexed keywords


EID: 0035561815     PISSN: 09434062     EISSN: None     Source Type: Journal    
DOI: 10.1007/s180-001-8327-9     Document Type: Article
Times cited : (6)

References (19)
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  • 2
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  • 4
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    • Bayesian analysis of bilinear time series models: A Gibbs sampling approach
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    • (1992) Communications in Statistics - Theory and Methods , vol.21 , pp. 3407-3425
    • Chen, C.W.S.1
  • 6
    • 84986765190 scopus 로고
    • The estimation and prediction of subset bilinear time series models with applications
    • Gabr, M. M. and Subba Rao, T. (1981) The estimation and prediction of subset bilinear time series models with applications. Journal of Time Series Analysis, 2, 155-168.
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    • Gabr, M.M.1    Subba Rao, T.2
  • 8
    • 0039483747 scopus 로고
    • A comparative analysis of selection schemes used in genetic algorithms
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    • Goldberg, D.E.1    Deb, K.2
  • 11
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  • 12
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    • Ljung, G. M. and Box, G. E. P. (1978) On a measure of lack of fit in time series models, Biometrika, 65, 297-303.
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    • Ljung, G.M.1    Box, G.E.P.2
  • 13
    • 0000120766 scopus 로고
    • Estimating the dimension of a model
    • Schwartz, G. (1978) Estimating the dimension of a model, The Annals of Statistics, 6, 461-464.
    • (1978) The Annals of Statistics , vol.6 , pp. 461-464
    • Schwartz, G.1
  • 18
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    • A genetic algorithm tutorial
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    • (1994) Statistics and Computing , vol.4 , pp. 63-85
    • Whitley1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.