کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1898339 1044670 2006 7 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Selecting nonlinear stochastic process rate models using information criteria
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
Selecting nonlinear stochastic process rate models using information criteria
چکیده انگلیسی

We demonstrate how unknown process rates within a stochastic modelling framework based on Markov processes can be approximated from time series data using polynomial basis functions. The problem of model selection is considered by adapting basis function selection methods and the minimum description length information criteria which have previously been developed for nonlinear autoregressive models of time series under Gaussian noise assumptions. We investigate the effectiveness of the methods with application to stochastic biological population models.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Physica D: Nonlinear Phenomena - Volume 213, Issue 2, 15 January 2006, Pages 190–196
نویسندگان
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