Adaptive order selection for autoregressive models

Mathematics

• Akaike Information Criterion 84%
• Autoregressive Model 72%
• Bayesian Information Criterion 87%
• China 27%
• Concepts 11%
• Data Perturbation 33%
• Degree of freedom 19%
• Dependent Data 25%
• Forecasting 25%
• Knowledge 17%
• Mean Squared Error 22%
• Numerical Experiment 15%
• Order Parameter 81%
• Order Selection 94%
• Perturbation Technique 26%
• Potential Problems 27%
• Prediction Error 25%
• Time series 19%
• Unbiased estimator 24%

Business & Economics

• Akaike Information Criterion 88%
• Autoregressive Model 75%
• Bayesian Information Criterion 93%
• China 11%
• Estimator 17%
• Numerical Experiment 22%
• Order Selection 100%
• Perturbation 25%
• Prediction Error 28%
• Retail Price Index 35%
• Selection Criteria 23%

Engineering & Materials Science

• Experiments 11%
• Perturbation techniques 43%
• Time series 28%