Title :
A New Approach to Model Structure Discrimination
Author :
Maklad, Maher S. ; Nichols, S.T.
Abstract :
In this paper a new characterization for the quality of stochastic, linear-in-parameters, difference equations models is given. This requires a good model to have accurate parameter estimates and uncorrelated residues. A criterion based on this characterization is derived and compared with other criteria which depend on minimizing the mean square of model residues.
Keywords :
Difference equations; Evolution (biology); Government; Parameter estimation; Predictive models; Probability; Sequences; Stochastic processes; Telephony; Testing;
Journal_Title :
Systems, Man and Cybernetics, IEEE Transactions on
DOI :
10.1109/TSMC.1980.4308436
