Degeneracy of time series models: The best model is not always the correct model | Zendy

Kevin Judd | Zendy; Tomomichi Nakamura | Zendy

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Degeneracy of time series models: The best model is not always the correct model

Author(s) -

Kevin Judd,

Tomomichi Nakamura

Publication year - 2006

Publication title -

chaos an interdisciplinary journal of nonlinear science

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.971

H-Index - 113

eISSN - 1089-7682

pISSN - 1054-1500

DOI - 10.1063/1.2213957

Subject(s) - degeneracy (biology) , series (stratigraphy) , mathematics , polynomial , computer science , mathematical analysis , paleontology , bioinformatics , biology

There are a number of good techniques for finding, in some sense, the best model of a deterministic system given a time series of observations. We examine a problem called model degeneracy, which has the consequence that even when a perfect model of a system exists, one does not find it using the best techniques currently available. The problem is illustrated using global polynomial models and the theory of Gröbner bases.Department of Electronic and Information Engineerin

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