Model selection and validation methods for non-linear systems
作者:
I. J. LEONTARITIS,
S. A. BILLINGS,
期刊:
International Journal of Control
(Taylor Available online 1987)
卷期:
Volume 45,
issue 1
页码: 311-341
ISSN:0020-7179
年代: 1987
DOI:10.1080/00207178708933730
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
The theory of hypothesis testing is used to select a model with the correct structure, and the relation of such a method to the AIC and FPE criteria is investigated. Parametric validation and correlation validation methods are developed for non-non-linear difference equation models. Several shortcomings of traditional methods, especially when applied to non-linear systems, are described.
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