• Title of article

    Selecting nonlinear stochastic process rate models using information criteria

  • Author/Authors

    Walker، نويسنده , , David M. and Marion، نويسنده , , Glenn، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2006
  • Pages
    7
  • From page
    190
  • To page
    196
  • Abstract
    We demonstrate how unknown process rates within a stochastic modelling framework based on Markov processes can be approximated from time series data using polynomial basis functions. The problem of model selection is considered by adapting basis function selection methods and the minimum description length information criteria which have previously been developed for nonlinear autoregressive models of time series under Gaussian noise assumptions. We investigate the effectiveness of the methods with application to stochastic biological population models.
  • Keywords
    Stochastic process models , Model selection , Description length , nonlinear models
  • Journal title
    Physica D Nonlinear Phenomena
  • Serial Year
    2006
  • Journal title
    Physica D Nonlinear Phenomena
  • Record number

    1727559