We investigate the predictive ability of the accumulated prediction error (APE) of Rissanen in an infinite-order autoregressive (AR(∞)) model. Since there are infinitely many parameters in the model, all finite-order AR models are misspecified. We first show that APE is asymptotically equivalent to Bayesian information criterion (BIC) and is not asymptotically efficient in the misspecified case...

It is well known that AIC and BIC have different properties in model selection. BIC is consistent in the sense that if the true model is among the candidates, the probability of selecting the true model approaches 1. On the other hand, AIC is minimax-rate optimal for both parametric and nonparametric cases for estimating the regression function. There are several successful results on construct...

SUMMARY We propose a beta-mixture model approach to solve a variety of problems related to correlations of gene-expression levels. For example, in meta-analyses of microarray gene-expression datasets, a threshold value of correlation coefficients for gene-expression levels is used to decide whether gene-expression levels are strongly correlated across studies. Ad hoc threshold values such as 0....

The Akaike information criterion, AIC, is a widely known and extensively used tool for statistical model selection. AIC serves as an asymptotically unbiased estimator of a variant of Kullback's directed divergence between the true model and a tted approximating model. The directed divergence is an asymmetric measure of separation between two statistical models, meaning that an alternate directe...

A method for parameter estimation in image classification or segmentation is studied within the statistical frame of finite mixture distributions. The method models an image as a finite mixture. Each mixture component corresponds to an image class. Each image class is characterized by parameters, such as the intensity mean, the standard deviation and the number of image pixels in that class. Th...

Hydrological drought refers to a persistently low discharge and volume of water in streams and reservoirs, lasting months or years. Hydrological drought is a natural phenomenon, but it may be exacerbated by human activities. Hydrological droughts are usually related to meteorological droughts, and their recurrence interval varies accordingly. This study pursues to identify a stochastic model (o...

The purpose of this article is to look at how information criteria, such as AIC and BIC, interact with the g%SD fit criterion derived in Waddell et al. (2007, 2010a). The g%SD criterion measures the fit of data to model based on a normalized weighted root mean square percentage deviation between the observed data and model estimates of the data, with g%SD = 0 being a perfectly fitting model. Ho...

Discrete Wavelet Transform is a data transformation method that represents in the time domain and frequency domain. This appears to overcome weakness of Fourier transform which only able provide one information limited certain windowing . The type wavelet used Haar Wavelet. Identification periodicity using Periodogram analysis with Fisher's Test statistics. transformed decomposed into two compo...

In recent years, various model selection procedures (criteria) that can be used for the selection of the best possible model have been proposed. The AIC criterion (Akaike, 1973) is considered the most popular tool for model selection although many competitors have been introduced over the years. One of the main drawbacks of AIC is its tendency to favor high dimensional models namely to overesti...