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Information criteria application for model structure selection
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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...
Dinesh Yadav 2020년 7월 21일
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.