Minimum Message Length Autoregressive Model Order Selection

Proceedings of International Conference on Intelligent Sensing and Information Processing, ICISIP 2004

Volumn , Issue , 2004, Pages 439-444

  Fitzgibbon, Leigh J ^a   Dowe, David L ^a   Vahid, Farshid ^a  

^a MONASH UNIVERSITY   (Australia)

Author keywords

AR; Autoregression; Bayesian; Information; Minimum Message Length; MML; Order Selection; Time Series

Indexed keywords

CONVERGENCE OF NUMERICAL METHODS; DATA ACQUISITION; ERROR ANALYSIS; LEAST SQUARES APPROXIMATIONS; MATRIX ALGEBRA; MONTE CARLO METHODS; MULTIVARIABLE CONTROL SYSTEMS; NORMAL DISTRIBUTION; NUMERICAL ANALYSIS; PARAMETER ESTIMATION; POLYNOMIAL APPROXIMATION; REGRESSION ANALYSIS;

AUTOREGRESSION; MINIMUM MESSAGE LENGTH (MML); ORDER SELECTION;

TIME SERIES ANALYSIS;

EID: 1942503940     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

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