Results 11 to 20 of about 17,830,382 (307)
An evaluation of simple forecasting model selection rules [PDF]
, 2013 A major problem for many organisational forecasters is to choose the appropriate forecasting method for a large number of data series. Model selection aims to identify the best method of forecasting for an individual series within the data set.
Petropoulos, Fotios, Fildes, Robert
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Model Fit and Model Selection [PDF]
Review, 2007 This paper uses an example to show that a model that fits the available data perfectly may pro vide worse answers to policy questions than an alternative, imperfectly fitting model. The author argues that, in the context of Bayesian estimation, this result can be interpreted as being due to the use of an inappropriate prior over the parameters of shock
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On Zero-Inflated Alternative Hyper-Poisson Distribution
Statistica, 2022 Here we develop a zero-inflated version of the alternative hyper-Poisson distribution and discuss its important statistical properties such as probability generating function, expressions for mean, variance, factorial moments, skewness, kurtosis ...
Satheesh Kumar, Rakhi Ramachandran
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Spherical Minimum Description Length
Entropy, 2018 We consider the problem of model selection using the Minimum Description Length (MDL) criterion for distributions with parameters on the hypersphere.
Trevor Herntier +4 more
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Making predictive modelling ART: accurate, reliable, and transparent
Ecosphere, 2020 Models are increasingly being used for prediction in ecological research. The ability to generate accurate and robust predictions is necessary to help respond to ecosystem change and to further scientific research.
Korryn Bodner +2 more
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Model Selection in Threshold Models [PDF]
Journal of Time Series Analysis, 2001 This paper considers information criteria as model evaluation tools for nonlinear threshold models. Results concerning the consistency of information criteria in selecting the lag order of linear autoregressive models are extended to nonlinear autoregressive threshold models.
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On the Selection of Forecasting Models [PDF]
Journal of Econometrics, 2003 It is standard in applied work to select forecasting models by ranking candidate models by their PMSE in simulated out-of-sample (SOOS) forecasts. Alternatively, forecast models may be selected using information criteria (IC). We compare the asymptotic and finite-sample properties of these methods in terms of their ability to minimize the true out-of ...
Inoue, Atsushi, Kilian, Lutz
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Risks, 2023 Stochastic mortality models seek to forecast future mortality rates; thus, it is apparent that the objective variable should be the mortality rate expressed in the original scale. However, the performance of stochastic mortality models—in terms, that is,
Miguel Santolino
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Computational Nosology and Precision Psychiatry [PDF]
Computational Psychiatry, 2017 This article provides an illustrative treatment of psychiatric morbidity that offers an alternative to the standard nosological model in psychiatry. It considers what would happen if we treated diagnostic categories not as causes of signs and symptoms ...
Karl J. Friston +2 more
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Maxisets for Model Selection [PDF]
Constructive Approximation, 2009 We address the statistical issue of determining the maximal spaces (maxisets) where model selection procedures attain a given rate of convergence. By considering first general dictionaries, then orthonormal bases, we characterize these maxisets in terms of approximation spaces.
Autin, Florent +3 more
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