Semi-automatic Non-linear Model Selection
نویسندگان
چکیده
We consider model selection for non-linear dynamic equations with more candidate variables than observations, based on a general class of non-linear-in-the-variables functions, addressing possible location shifts by impulse-indicator saturation. After an automatic search delivers a simplified congruent terminal model, an encompassing test can be implemented against an investigator’s preferred non-linear function. When that is non-linear in the parameters, such as a threshold model, the overall approach can only be semi-automatic. The method is applied to re-analyze an empirical model of real wages in the UK over 1860–2004, updated and extended to 2005–2011 for forecast evaluation. JEL classifications: C51, C22.
منابع مشابه
Extending the Boundaries of Automatic Selection: Non-linear Models
Econometric modelling using automatic algorithms such as PcGets (Hendry and Krolzig, 2001) and Autometrics (Doornik, 2007) has recently become popular. This paper considers automatic model selection when there is non-linearity inherent in the process. The strategy uses a new test for nonlinearity, specifies the general model using polynomials if linearity is rejected, and undertakes a general-t...
متن کاملStock Price Prediction using Machine Learning and Swarm Intelligence
Background and Objectives: Stock price prediction has become one of the interesting and also challenging topics for researchers in the past few years. Due to the non-linear nature of the time-series data of the stock prices, mathematical modeling approaches usually fail to yield acceptable results. Therefore, machine learning methods can be a promising solution to this problem. Methods: In this...
متن کاملInvestigation of the Effects of Non-Linear and Non-Homogeneous Non-Fourier Heat Conduction Equations on Temperature Distribution in a Semi-Infinite Body
In this paper, the non-Fourier heat conduction in a semi-infinite body was examined. The heat wave non-Fourier heat conduction model was used for thermal analysis. Thermal conductivity was assumed temperature-dependent which resulted in a non-linear equation. The heat source was also considered temperature-dependent which resulted in a non-homogeneous equation. The Mac-Cormack predictor-correct...
متن کاملAutomatic classification of Non-alcoholic fatty liver using texture features from ultrasound images
Background: Accurate and early detection of non-alcoholic fatty liver, which is a major cause of chronic diseases is very important and is vital to prevent the complications associated with this disease. Ultrasound of the liver is the most common and widely performed method of diagnosing fatty liver. However, due to the low quality of ultrasound images, the need for an automatic and intelligent...
متن کاملSolving Linear Semi-Infinite Programming Problems Using Recurrent Neural Networks
Linear semi-infinite programming problem is an important class of optimization problems which deals with infinite constraints. In this paper, to solve this problem, we combine a discretization method and a neural network method. By a simple discretization of the infinite constraints,we convert the linear semi-infinite programming problem into linear programming problem. Then, we use...
متن کامل