Computer Science
8 years ago

New study reveals best method for predicting future trends accurately!

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Another Look at Some Information Order Selection Criteria in Autoregressive Processes
N. Ekhosuehi

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The article compares three methods for choosing the order of a type of mathematical process called autoregressive. These methods are AIC, BIC, and HQC. The study shows that the best method to pick the right order can depend on the numbers in the process. For a special type of autoregressive process called AR(2), all three methods have an equal chance of picking the correct order. The researchers used a computer simulation to demonstrate these findings.