Selecting the best model to fit data
β Scribed by T.Graham Freeman
- Publisher
- Elsevier Science
- Year
- 1985
- Tongue
- English
- Weight
- 382 KB
- Volume
- 27
- Category
- Article
- ISSN
- 0378-4754
No coin nor oath required. For personal study only.
β¦ 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.
π SIMILAR VOLUMES
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.