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Some comparisons of complexity in dictionary-based and linear computational models

✍ Scribed by Giorgio Gnecco; Věra Kůrková; Marcello Sanguineti


Publisher
Elsevier Science
Year
2011
Tongue
English
Weight
364 KB
Volume
24
Category
Article
ISSN
0893-6080

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✍ Michael Bleaney 📂 Article 📅 1990 🏛 John Wiley and Sons 🌐 English ⚖ 490 KB

## Abstract The power of Chow, linear, predictive failure and cusum of squares tests to detect structural change is compared in a two‐variable random walk model and a once‐for‐all parameter shift model. In each case the linear test has greatest power, followed by the Chow test. It is suggested that