📄 selmo.html
字号:
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN" "http://www.w3.org/TR/REC-html40/loose.dtd"><html><head> <title>Description of selmo</title> <meta name="keywords" content="selmo"> <meta name="description" content="Model order selection of an autoregrssive model"> <meta http-equiv="Content-Type" content="text/html; charset=iso-8859-1"> <meta name="generator" content="m2html © 2003 Guillaume Flandin"> <meta name="robots" content="index, follow"> <link type="text/css" rel="stylesheet" href="../m2html.css"></head><body><a name="_top"></a><div><a href="../index.html">Home</a> > <a href="index.html">tsa</a> > selmo.m</div><!--<table width="100%"><tr><td align="left"><a href="../index.html"><img alt="<" border="0" src="../left.png"> Master index</a></td><td align="right"><a href="index.html">Index for tsa <img alt=">" border="0" src="../right.png"></a></td></tr></table>--><h1>selmo</h1><h2><a name="_name"></a>PURPOSE <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2><div class="box"><strong>Model order selection of an autoregrssive model</strong></div><h2><a name="_synopsis"></a>SYNOPSIS <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2><div class="box"><strong>function [FPE,AIC,BIC,SBC,MDL,CATcrit,PHI,optFPE,optAIC,optBIC,optSBC,optMDL,optCAT,optPHI,p,C]=selmo(e,NC); </strong></div><h2><a name="_description"></a>DESCRIPTION <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2><div class="fragment"><pre class="comment"> Model order selection of an autoregrssive model [FPE,AIC,BIC,SBC,MDL,CAT,PHI,optFPE,optAIC,optBIC,optSBC,optMDL,optCAT,optPHI]=selmo(E,N); E Error function E(p) N length of the data set, that was used for calculating E(p) show optional; if given the parameters are shown FPE Final Prediction Error (Kay 1987, Wei 1990, Priestley 1981 -> Akaike 1969) AIC Akaike Information Criterion (Marple 1987, Wei 1990, Priestley 1981 -> Akaike 1974) BIC Bayesian Akaike Information Criterion (Wei 1990, Priestley 1981 -> Akaike 1978,1979) CAT Parzen's CAT Criterion (Wei 1994 -> Parzen 1974) MDL Minimal Description length Criterion (Marple 1987 -> Rissanen 1978,83) SBC Schwartz's Bayesian Criterion (Wei 1994; Schwartz 1978) PHI Phi criterion (Pukkila et al. 1988, Hannan 1980 -> Hannan & Quinn, 1979) HAR Haring G. (1975) JEW Jenkins and Watts (1968) optFPE order where FPE is minimal optAIC order where AIC is minimal optBIC order where BIC is minimal optSBC order where SBC is minimal optMDL order where MDL is minimal optCAT order where CAT is minimal optPHI order where PHI is minimal usually is AIC > FPE > *MDL* > PHI > SBC > CAT ~ BIC REFERENCES: P.J. Brockwell and R.A. Davis "Time Series: Theory and Methods", 2nd ed. Springer, 1991. S. Haykin "Adaptive Filter Theory" 3ed. Prentice Hall, 1996. M.B. Priestley "Spectral Analysis and Time Series" Academic Press, 1981. C.E. Shannon and W. Weaver "The mathematical theory of communication" University of Illinois Press, Urbana 1949 (reprint 1963). W.S. Wei "Time Series Analysis" Addison Wesley, 1990. Jenkins G.M. Watts D.G "Spectral Analysis and its applications", Holden-Day, 1968. G. Haring "躡er die Wahl der optimalen Modellordnung bei der Darstellung von station鋜en Zeitreihen mittels Autoregressivmodell als Basis der Analyse von EEG - Biosignalen mit Hilfe eines Digitalrechners", Habilitationschrift - Technische Universit鋞 Graz, Austria, 1975. (1)"About selecting the optimal model at the representation of stationary time series by means of an autoregressive model as basis of the analysis of EEG - biosignals by means of a digital computer)" (1) engl. translation of the titel by A. Schloegl</pre></div><!-- crossreference --><h2><a name="_cross"></a>CROSS-REFERENCE INFORMATION <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>This function calls:<ul style="list-style-image:url(../matlabicon.gif)"></ul>This function is called by:<ul style="list-style-image:url(../matlabicon.gif)"><li><a href="invest1.html" class="code" title="function [AutoCov,AutoCorr,ARPMX,E,C,s]=invest1(Y,Pmax,D);">invest1</a> First Investigation of a signal (time series) - interactive</li></ul><!-- crossreference --><hr><address>Generated on Tue 17-Aug-2004 00:13:21 by <strong><a href="http://www.artefact.tk/software/matlab/m2html/">m2html</a></strong> © 2003</address></body></html>⌨️ 快捷键说明
复制代码
Ctrl + C
搜索代码
Ctrl + F
全屏模式
F11
切换主题
Ctrl + Shift + D
显示快捷键
?
增大字号
Ctrl + =
减小字号
Ctrl + -