Estimation of State Space Models by using Ridge Regression Technique with Application
In this paper many state space models are fitted. The statistical criteria used to choose the best estimated model whose parameters estimated by the Ridge regression method. This method can be used when the predicator variables are multicollinear.The data used in this paper represented by the temper...
| Format: | Article |
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| Language: | Arabic |
| Published: |
College of Computer Science and Mathematics, University of Mosul
2010-12-01
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| Series: | المجلة العراقية للعلوم الاحصائية |
| Online Access: | https://stats.mosuljournals.com/article_28422_8a83377b5850f5f5f98709e2360db591.pdf |
| Summary: | In this paper many state space models are fitted. The statistical criteria used to choose the best estimated model whose parameters estimated by the Ridge regression method. This method can be used when the predicator variables are multicollinear.The data used in this paper represented by the temperature, which is the response variable and the predictor variables effulgence, wined, sunshine and evaporation. |
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| ISSN: | 1680-855X 2664-2956 |