Time Series and Model Selection

2008 ◽  
Vol 37 (4) ◽  
pp. 766-771 ◽  
Author(s):  
A. E. Clark ◽  
C. G. Troskie
Keyword(s):  
Time Series ◽  
Model Selection

scholarly journals MODEL SELECTION AND COMPARISON OF TIME SERIES MODELS.

2018 ◽  
Vol 6 (6) ◽  
pp. 1101-1108
Author(s):  
P Mariyappan ◽  
◽  
P Arumugam ◽  
Keyword(s):  
Time Series ◽  
Model Selection ◽  
Time Series Models

On Bayesian model selection for INGARCH models viatrans-dimensional Markov chain Monte Carlo methods

2021 ◽  
pp. 1471082X2110347
Author(s):  
Panagiota Tsamtsakiri ◽  
Dimitris Karlis
Keyword(s):  
Time Series ◽  
Model Selection ◽  
Bayesian Model ◽  
Linear Models ◽  
Simulation Experiment ◽  
Mean Values ◽  
The Past ◽  
Competing Models ◽  
Selection For ◽  
Log Linear

There is an increasing interest in models for discrete valued time series. Among them, the integer autoregressive conditional heteroscedastic (INGARCH) is a model that has found several applications. In the present article, we study the problem of model selection for this family of models. Namely we consider that an observation conditional on the past follows a Poisson distribution where its mean depends on its past mean values and on past observations. We consider both linear and log-linear models. Our purpose is to select the most appropriate order of such models, using a trans-dimensional Bayesian approach that allows jumps between competing models. A small simulation experiment supports the usage of the method. We apply the methodology to real datasets to illustrate the potential of the approach.

scholarly journals Model Selection Process in Time Series Analysis of Production System with Random Output

2018 ◽  
Vol 413 ◽  
pp. 012057 ◽  
Author(s):  
S. O. Ongbali ◽  
A. C. Igboanugo ◽  
S. A. Afolalu ◽  
M. O. Udo ◽  
I. P. Okokpujie
Keyword(s):  
Time Series ◽  
Model Selection ◽  
Time Series Analysis ◽  
Production System ◽  
Selection Process ◽  
Series Analysis

A deterministic model selection scheme for incremental RBFNN construction in time series forecasting

2010 ◽  
Vol 21 (3) ◽  
pp. 595-610 ◽  
Author(s):  
J. P. Florido ◽  
H. Pomares ◽  
I. Rojas ◽  
J. M. Urquiza ◽  
M. A. Lopez-Gordo
Keyword(s):  
Time Series ◽  
Model Selection ◽  
Deterministic Model ◽  
Time Series Forecasting ◽  
Selection Scheme
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