On the sequential space lattice fitting of two-dimensional subset autoregressions
The space lattice recursive fitting algorithm to select the optimum two-dimensional (2-D) full-order autoregressive models (AR) is generalised to apply to 2-D subset ARs, including full-order models. It is initiated by fitting all 'forward' and 'backward' one-lag 2-D ARs. The method thus allows us to develop successively all 2-D subset ARs of size κ (the number of lags with nonzero coefficient matrices) from 1 to K. Finally, the best subsets of each size with the minimum generalised residual...[Show more]
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|Source:||Applied Mathematical Sciences|
|01_O'Neill_On_the_sequential_space_2011.pdf||114.46 kB||Adobe PDF||Request a copy|
|02_O'Neill_On_the_sequential_space_2011.pdf||57.18 kB||Adobe PDF||Request a copy|
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