Title: Modified AIC and MDL model selection criteria for short data records
Authors: De Ridder, F ×
Pintelon, R
Schoukens, Joannes
Gillikin, DP #
Issue Date: Feb-2005
Publisher: Ieee-inst electrical electronics engineers inc
Series Title: IEEE Transactions on Instrumentation and Measurement vol:54 issue:1 pages:144-150
Abstract: The classical model selection rules such as Akaike information criterion (AIC) and minimum description length (MDL) have been derived assuming that the number of samples (measurements) is much larger than the number of estimated model parameters. For short data records, AIC and MDL have the tendency to select overly complex models. This paper proposes modified AIC and MDL rules with improved finite sample behavior. They are useful in those measurement applications where gathering a sample is very time consuming and/or expensive.
ISSN: 0018-9456
Publication status: published
KU Leuven publication type: IT
Appears in Collections:ESAT - STADIUS, Stadius Centre for Dynamical Systems, Signal Processing and Data Analytics
× corresponding author
# (joint) last author

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