Info
This question is closed. Reopen it to edit or answer.
Information criteria application for model structure selection
1 view (last 30 days)
Show older comments
Hi All,
I am working on Information criteria (IC) for model structure selection using identification tool box. There all types of IC are available AIC, FPE,BIC, nAIC,AICc.
- Can some one guide me which one to use when?
- How they are calculated for MIMO?
Looking forward for the answer...
Best regards
0 Comments
Answers (1)
Dinesh Yadav
on 21 Jul 2020
AIC penalizes complex models less, meaning that it may put more emphasis on model performance, on the training dataset and in turn, select more complex models.
BIC penalizes the model more for its complexity, meaning that more complex models will have a worse (larger) score and will, in turn, be less likely to be selected. It favours simple models.
The use in MIMO will be dependent on the research paper application you are referring to.
1 Comment
This question is closed.
See Also
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!