[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: Time series prediction
From: |
miro99_ale |
Subject: |
Re: Time series prediction |
Date: |
Sun, 8 Jan 2012 15:03:52 -0800 (PST) |
Fredrik Lingvall wrote
>
> If you are not sure what model (or model order) that is suitable then
> there are statistical methods to compare different models given your
> data (and background info); that is, you can find the best one from a
> set of models (Google for Bayesian Model Selection).
>
Isn't there a method that could do this automatically (using the FPE
criterion, for example)?
--
View this message in context:
http://octave.1599824.n4.nabble.com/Time-series-prediction-tp4247089p4276965.html
Sent from the Octave - General mailing list archive at Nabble.com.