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Selecting the best model to fit data

✍ Scribed by T.Graham Freeman


Publisher
Elsevier Science
Year
1985
Tongue
English
Weight
382 KB
Volume
27
Category
Article
ISSN
0378-4754

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✦ Synopsis


The paper reviews many of the techniques used to choose the most appropriate model order when fitting a choice of models to available data. The goodness-of-fit test alone is often inadequate, since models with too many parameters can appear to fit the data better, but the improved fit does not carry over to new data on the same process.


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Selecting the best linear transfer funct
✍ T.Graham Freeman πŸ“‚ Article πŸ“… 1985 πŸ› Elsevier Science 🌐 English βš– 876 KB

Methods for selecting the best model order are critically evaluated for dimensional consistency,freedom from bias, and reliability in practice, demonstrating the inferiority of several existing tests and introducing more widely applicable alternatives.