713 Citations
Multistep Forecast Selection for Panel Data
- Economics, MathematicsSSRN Electronic Journal
- 2019
We develop a new set of model selection methods for direct multistep forecasting of panel data vector autoregressive processes. Model selection is based on minimizing the estimated multistep…
Bootstrap Order Determination for ARMA Models: A Comparison between Different Model Selection Criteria
- Mathematics
- 2017
The present paper deals with the order selection of models of the class for autoregressive moving average. A novel method—previously designed to enhance the selection capabilities of the Akaike…
NARMAX model identification using a set-theoretic evolutionary approach
- EngineeringSignal Process.
- 2016
A Sparse Modeling Method Based on Reduction of Cost Function in Regularized Forward Selection
- Computer ScienceIEICE Trans. Inf. Syst.
- 2014
The proposed model selection method in regularized forward selection is able to yield a sparse representation while keeping a relatively good generalization performance and has an advantage that it is free from a selection of a regularization parameter.
Especificação do tamanho da defasagem de um modelo dinâmico
- Physics
- 2009
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . xiv 1 Introdução . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 1.1 Modelos Dinâmicos . . . . . . . . . . . . . . .…
Distance Measures of Autoregressive Models for Structural Damage Detection
- Engineering
- 2008
A damage detection methodology combining the distance measures of AR models and the pre-whitening filter is introduced to remove the mutual correlations among the multiple outputs.
Estimation of biophysical characteristics for highly variable mixed-conifer stands using small-footprint lidar
- Environmental Science
- 2006
This work analyzed whether small-footprint lidar data obtained from five noncontiguous geographic areas with varying species and structural composition, silvicultural practices, and topography could be used in a single regression model to produce accurate estimates of commonly obtained forest inventory attributes on the Nez Perce Reservation in northern Idaho, USA.
16 A terms of trade variable and a capital formation variable are frequently adopted as auxiliary information in export-led growth studies for Bangladesh and Sri Lanka
- Economics
- 2005
The extensive body of research that examines for (Granger, 1969) causality from exports to output for developing countries, including Bangladesh and Sri Lanka, using vector autoregressions and/or…
ASYMPTOTIC EQUIVALENCE BETWEEN INFORMATION CRITERIA AND ACCUMULATED PREDICTION ERRORS IN MISSPECIFIED AUTOREGRESSIVE TIME SERIES
- Mathematics
- 2003
We investigate the predictive ability of the accumulated prediction error (APE) of Rissanen in an infinite-order autoregressive (AR(∞)) model. Since there are infinitely many parameters in the model,…
A Test of the Ohlson (1995) Model: Empirical Evidence from Japan
- Business
- 2001
This paper investigates the validity of the Ohlson (1995) information dynamics (Linear Information Model: LIM) and attempts to improve the LIM. The difficulty concerning the empirical tests of the…