2 papers
stat.ME2023
Extended Relative Power Contribution that Allows to Evaluate the Effect of Correlated Noise
Genshiro Kitagawa, Yoko Tanokura, Seisho Sato
We proposed an extension of Akaike's relative power contribution that could be applied to data with correlations between noises. This method decomposes the power spectrum into a co…
stat.ME2023
Information Criterion for a Large Scale Subset Regression Models
Genshiro Kitagawa
The information criterion for determining the number of explanatory variables in a subset regression modeling is discussed. Information criterion such as AIC is effective and frequ…