MODEL ORDER SELECTION: A PRACTICAL APPRO
โ
Z. CHEN; C.K. MECHEFSKE
๐
Article
๐
2001
๐
Elsevier Science
๐
English
โ 355 KB
A practical model order selection criterion for autoregressive processes is presented in this paper. The criterion was developed based on the normalised error between sample data and data generated by the model. The method is an excellent indicator of how well an autoregressive model "ts the availab