EconPapers    
Economics at your fingertips  
 

On Model Selection Based on Validation with Applications to Pressure and Temperature Prognosis

U. Hjorth and L. Holmqvist

Journal of the Royal Statistical Society Series C, 1981, vol. 30, issue 3, 264-274

Abstract: Model selection by cross‐validation is applied to multivariate autoregressive models for weather data. This is done in a new manner such that the main effects of the model selection are included in the cross‐validation measure. Models selected from different lists of explanatory variables are compared by the method. Examples of competitive short‐time forecasts are given for pressure 6‐24 hr ahead and temperature 6 hr ahead.

Date: 1981
References: Add references at CitEc
Citations:

Downloads: (external link)
https://doi.org/10.2307/2346350

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:jorssc:v:30:y:1981:i:3:p:264-274

Ordering information: This journal article can be ordered from
http://ordering.onli ... 1111/(ISSN)1467-9876

Access Statistics for this article

Journal of the Royal Statistical Society Series C is currently edited by R. Chandler and P. W. F. Smith

More articles in Journal of the Royal Statistical Society Series C from Royal Statistical Society Contact information at EDIRC.
Bibliographic data for series maintained by Wiley Content Delivery ().

 
Page updated 2025-03-19
Handle: RePEc:bla:jorssc:v:30:y:1981:i:3:p:264-274