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单词
FPE criterion
释义
FPE criterion
Encyclopedia
工学
最终预报误差准则
释
final prediction error criterion; FPE criterion
FPE准则
由日本统计学家赤池弘次针对自回归模型(AR)的阶次识别问题而提出的一种准则函数,该准则推广至自回归滑动平均模型(ARMA)的阶次识别情形即为赤池信息量准则(AIC)。
Mathematics
FPE criterion
= final prediction error criterion
FPE准则
†
,最终预报误差准则
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