Improving weighted information criterion by using optimization

DOI10.1016/j.cam.2009.11.016zbMath1181.62155OpenAlexW2073907040MaRDI QIDQ847252

Suleyman Gunay, Cagdas Hakan Aladag, Erol Eğrioğlu, Murat Alper Basaran

Publication date: 12 February 2010

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2009.11.016

zbMATH Keywords

consistencymodel selectiontime seriesartificial neural networksforecastingweighted information criterion

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of mathematical programming (90C90) Neural nets and related approaches to inference from stochastic processes (62M45)

Related Items (2)

Evaluating modified generalized information criterion in presence of multicollinearity ⋮ Robust model selection in linear regression models using information complexity

Cites Work

• The Box--Jenkins analysis and neural networks: Prediction and time series modelling
• Evaluation of constructive neural networks with cascaded architectures
• A new model selection strategy in artificial neural networks
• A deletion/substitution/addition algorithm for classification neural networks, with applications to biomedical data

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