A time-reversed model selection approach to time series forecasting

HIGHLIGHTS

• who: Max Sibeijn from the Delft Center forDelft University have published the article: A time-reversed model selection approach to time series forecasting, in the Journal: Scientific Reports Scientific Reports of 11/02/2022
• what: In the remaining of this paper, and without loss of generality, the authors focus on autoregressive processes (AR). The authors propose a novel information criterion called the backwards validated information criterion (BVIC)-not to be confused with BIC (i.e . Next, the authors assess the quality of the results when considering intracranial electroencephalographic (i.e., electrocorticographic, or ECoG for short . . .
  

   

  

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