因为我们不知道真实模型 f,所以没办法直接计算每个模型的K-L距离,但可以通过信息损失函数去估计K-L距离。日本统计学家Akaike发现log似然函数和K-L距离有一定关系,并在1974年提出Akaike information criterion,AIC。通常情况下,AIC定义为:AIC=2k-2ln(...
日本统计学家Akaike发现log似然函数和K-L距离有一定关系,并在1974年提出Akaike information criterion,AIC。通常情况下,AIC定义为:AIC=2k-2ln(L),其中k是模型参数个数,L是似然函数。 -2ln(L)反映模型的拟合情况,当两个模型之间存在较大差异时,差异主要体现在似然函数项-2ln(L),当似然函数差异不显著时,模型参...
Akaike's information criterion AIC 阿凯克信息论准则 例句 1 This text adopts Final Prediction Error ( FPE) criterion and Akaike's Information Criterion ( AIC) to confirm autoregressive model order.文章中采用了应用比较广泛的最终预测误差（FPE）准则和阿凯克信息论准则（AIC），最终确定AR模型...
aic= aicbic(logL,numParam)returns the Akaike information criteria (AIC) from the input vector of loglikelihood values and corresponding vector of numbers of estimated model parameters, derived from fitting different models to data. example
AIC信息准则(即Akaike information criterion),是用来衡量统计模型拟合优良性的一个标准,是是由日本统计学家赤池弘次创立和发展的,因此也称为赤池信息量准则,它建立在熵的概念基础上,可以权衡所估计模型的复杂度和模型拟合数据的优良性。 在一般情况下,AIC可以表示为:AIC=2k-2ln(L) ...
“an information criterion” (AIC) Akaike’s :“一个信息准则(AIC)的Akaike信息,准则,s,准则AIC,AIC,AIC的,aic,信息准则 文档格式: .ppt 文档大小: 167.0K 文档页数: 7页 顶/踩数: 0/0 收藏人数: 0 评论次数: 0 文档热度: 文档分类:
AIC (Akaike Information Criterion) is a statistical measure used in model selection, particularly in the context of regression analysis. It is based on the principle of finding the model that minimizes the information loss when estimating the true underlying model. In EViews, AIC can be used in...
aic= aicbic(logL,numParam)returns the Akaike information criteria (AIC) from the input vector of loglikelihood values and corresponding vector of numbers of estimated model parameters, derived from fitting different models to data. example
AIC stands for Akaike Information Criterion. Akaike is the name of the guy who came up with this idea. AIC is a quantity that we can calculate for many different model types, not just linear models, but also classification model such logistic regressio