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
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