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
Link To Document :
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