Autoregressive model selection based on a prediction perspective

Keyphrases

• Model Selection 100%
• Autoregressive Model 100%
• Selection Criteria 66%
• Taiwan 33%
• Popular 33%
• Stock Prices 33%
• Manufacturing Firms 33%
• Perturbation Method 33%
• Uncertainty Estimation 33%
• Data Perturbation 33%
• Mean Squared Prediction Error 33%
• Modeling Techniques 33%
• Numerical Experiments 33%
• Semiconductor Manufacturing 33%
• Akaike Information Criterion 33%
• Order Selection 33%
• Overfitting 33%
• Potential Problems 33%
• Time-varying Data 33%
• New Criteria 33%
• Rate of Return 33%
• Order Parameter 33%
• Accurate Model 33%
• Bayesian Information Criterion 33%
• Unbiased Estimator 33%
• Generalized Degrees of Freedom 33%

Mathematics

• Model Selection 100%
• Autoregressive Model 100%
• Squared Prediction Error 33%
• Real Data 33%
• Akaike Information Criterion 33%
• Dependent Data 33%
• Numerical Experiment 33%
• Degree of Freedom 33%
• Superiority 33%
• Bayesian Information Criterion 33%
• Unbiased Estimator 33%