Identification of Optimum Statistical Models for Time Series Analysis and Forecasting using Akaike's information Criterion and Akram Test Statistic: A Comparative Study.
Akram M. ChaudhryIrfan AhmedPublished in: World Congress on Engineering (2007)
Keyphrases
- information criterion
- statistical models
- test statistic
- statistical model
- probability model
- model selection
- parameter estimation
- cross validation
- bayesian information criterion
- hypothesis testing
- statistical tests
- factor analysis
- sample size
- widely applicable
- random variables
- selection criterion
- leave one out cross validation
- decision trees
- image processing
- hyperparameters
- gaussian process
- learning theory
- statistical methods
- free energy
- mixture model