A Method to Search ARX Model Orders and Its Application to Sales Dynamics Analysis.
Kenta FukataTakashi WashioHiroshi MotodaPublished in: ICDM Workshops (2006)
Keyphrases
- probabilistic model
- statistical model
- mathematical model
- prediction model
- objective function
- sensitivity analysis
- cost function
- test data
- theoretical analysis
- linear model
- modeling method
- optimization method
- detection method
- parameter estimation
- evaluation method
- similarity measure
- em algorithm
- spatial structure
- high order
- kalman filter
- network model
- cellular automaton
- reconstruction method
- bp neural network
- neural network
- search mechanism
- search procedure
- monte carlo simulation
- search strategy
- study proposes
- pairwise
- significant improvement
- closed form
- input data
- dynamical model
- regression analysis
- bayesian framework
- search methods
- statistical methods
- tree structure
- clustering method
- maximum likelihood
- face recognition