Probabilistic reasoning in intelligent systems: networks of plausible inference
Probabilistic reasoning in intelligent systems: networks of plausible inference
Information Theory, Inference & Learning Algorithms
Information Theory, Inference & Learning Algorithms
Power load forecasting using data mining and knowledge discovery technology
International Journal of Intelligent Information and Database Systems
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In the coming post IT era, the problems of signal extraction and knowledge discovery from huge data sets will become very important. For these problems, the use of good model is crucial and thus the statistical modeling will play an important role. In this paper, we show two basic tools for statistical modeling, namely the information criteria for the evaluation of the statistical models and generic state-space model which provides us with a very flexible tool for modeling complex and time-varying systems. As examples of these methods we shall show some applications in seismology and macro economics.