Title :
Exact modelling of a finite data sequence
Author_Institution :
University of Groningen, Groningen, The Netherlands
Abstract :
The problem of modelling a finite data sequence by means of a linear shift-invariant system will be considered. The concepts of complexity of a model and corroboration of a model by data play a crucial role. Various properties of modelling procedures are introduced. These properties are investigated for the partial realization procedure. An alternative procedure will be described which takes into account the concept of corroboration and which turns out to have desirable properties.
Keywords :
Bismuth; Data mining; Econometrics; Equations;
Conference_Titel :
Decision and Control, 1986 25th IEEE Conference on
Conference_Location :
Athens, Greece
DOI :
10.1109/CDC.1986.267236
