Refinements to model selection for nonlinear time series

International Journal of Bifurcation and Chaos in Applied Sciences and Engineering

Volumn 13, Issue 5, 2003, Pages 1263-1274

  Nakamura, Tomomichi ^a   Judd, Kevin ^a   Mees, Alistair ^b  

^a UNIVERSITY OF WESTERN AUSTRALIA   (Australia)

^b Prediction Company   (United States)

Author keywords

Description length; Model selection; Nonlinear modeling

Indexed keywords

ALGORITHMS; HEURISTIC METHODS; TIME SERIES ANALYSIS;

MODEL SELECTION;

NONLINEAR SYSTEMS;

EID: 0043200945     PISSN: 02181274     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0218127403007205     Document Type: Review

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