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...

In recent years, artificial neural networks have been used for time series forecasting. Determining architecture of artificial neural networks is very important problem in the applications. In this study, the problem in which time series are forecasted by feed forward neural networks is examined. Various model selection criteria have been used for the determining architecture. In addition, a ne...

Current advances in observational cosmology suggest that our Universe is flat and dominated by dark energy. There are several different theoretical ideas invoked to explain the dark energy with relatively little guidance of which one of them might be right. Therefore the emphasis of ongoing and forthcoming research in this field shifts from estimating specific parameters of cosmological model t...

The Tracy-Widom distribution is used to determine the false alarm rate of information theoretic methods that statistically estimate the number of sources in a multichannel receiver input. The Tracy-Widom distribution is the limiting distribution for the largest eigenvalue of a covariance matrix having a central white Wishart distribution. Such covariance matrices are produced by the output of m...

Submit Manuscript | http://medcraveonline.com Abbreviations: ECoG: Electro Cortico Graphic; BdSEM: Bayesian Differential Structural Equation Modeling; ODEs: Ordinary Differential Equations; ROI: Region Of Interest; fMRI: functional Magnetic Resonance Imaging; MCMC: Markov Chain Monte Carlo; FDA: Functional Data Analysis; STG: Superior Temporal Gyrus; PostSTG: Posterior STG; MidSTG: Middle STG; ...

This paper introduces an information theoretic model selection and ridge parameter estimation criterion for generalized linear models based on the minimum message length principle. The criterion is highly general in nature, and handles a range of target distributions, including the normal, binomial, Poisson, geometric and gamma distributions. Estimation of the regression parameters, the ridge h...