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Re: Time series prediction
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From: |
miro99_ale |
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Subject: |
Re: Time series prediction |
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Date: |
Sun, 8 Jan 2012 15:03:52 -0800 (PST) |
Fredrik Lingvall wrote
>
> If you are not sure what model (or model order) that is suitable then
> there are statistical methods to compare different models given your
> data (and background info); that is, you can find the best one from a
> set of models (Google for Bayesian Model Selection).
>
Isn't there a method that could do this automatically (using the FPE
criterion, for example)?
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