论文信息 - Model selection and validation methods for non-linear systems

Model selection and validation methods for non-linear systems

The theory of hypothesis testing is used to select a model with the correct structure, and the relation of such a method to the AIC and FPE criteria is investigated. Parametric validation and correlation validation methods are developed for non-non-linear difference equation models. Several shortcomings of traditional methods, especially when applied to non-linear systems, are described.

I. J. Leontaritis | S. Billings

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