Nonlinear predictive model selection and model averaging using information criteria
This paper is concerned with the model selection and model averaging problems in system identification and data-driven modelling for nonlinear systems. Given a set of data, the objective of model selection is to evaluate a series of candidate models and determine which one best presents the data. Th...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Taylor & Francis Group
2018-01-01
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| Series: | Systems Science & Control Engineering |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1080/21642583.2018.1496042 |