Autoregressive Order Selection for Rotating Machinery
نویسندگان
چکیده
منابع مشابه
Order selection for vector autoregressive models
Order-selection criteria for vector autoregressive (AR) modeling are discussed. The performance of an order-selection criterion is optimal if the model of the selected order is the most accurate model in the considered set of estimated models: here vector AR models. Suboptimal performance can be a result of underfit or overfit. The Akaike information criterion (AIC) is an asymptotically unbiase...
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ژورنال
عنوان ژورنال: The International Journal of Acoustics and Vibration
سال: 2006
ISSN: 2415-1408
DOI: 10.20855/ijav.2006.11.3199