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 |
|---|---|
| Language: | Arabic |
| Published: |
College of Computer Science and Mathematics, University of Mosul
2010-12-01
|
| Series: | المجلة العراقية للعلوم الاحصائية |
| Online Access: | https://stats.mosuljournals.com/article_28422_8a83377b5850f5f5f98709e2360db591.pdf |
| _version_ | 1811243243931697152 |
|---|---|
| collection | DOAJ |
| description | 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. |
| first_indexed | 2024-04-12T14:04:02Z |
| format | Article |
| id | doaj.art-210310df704b48cb89e3bf94ae5de99d |
| institution | Directory Open Access Journal |
| issn | 1680-855X 2664-2956 |
| language | Arabic |
| last_indexed | 2024-04-12T14:04:02Z |
| publishDate | 2010-12-01 |
| publisher | College of Computer Science and Mathematics, University of Mosul |
| record_format | Article |
| series | المجلة العراقية للعلوم الاحصائية |
| spelling | doaj.art-210310df704b48cb89e3bf94ae5de99d2022-12-22T03:30:07ZaraCollege of Computer Science and Mathematics, University of Mosulالمجلة العراقية للعلوم الاحصائية1680-855X2664-29562010-12-0110215517610.33899/iqjoss.2010.2842228422Estimation of State Space Models by using Ridge Regression Technique with ApplicationIn 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.https://stats.mosuljournals.com/article_28422_8a83377b5850f5f5f98709e2360db591.pdf |
| spellingShingle | Estimation of State Space Models by using Ridge Regression Technique with Application المجلة العراقية للعلوم الاحصائية |
| title | Estimation of State Space Models by using Ridge Regression Technique with Application |
| title_full | Estimation of State Space Models by using Ridge Regression Technique with Application |
| title_fullStr | Estimation of State Space Models by using Ridge Regression Technique with Application |
| title_full_unstemmed | Estimation of State Space Models by using Ridge Regression Technique with Application |
| title_short | Estimation of State Space Models by using Ridge Regression Technique with Application |
| title_sort | estimation of state space models by using ridge regression technique with application |
| url | https://stats.mosuljournals.com/article_28422_8a83377b5850f5f5f98709e2360db591.pdf |