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A relation between the Akaike criterion and reliability of parameter estimates, with application to nonlinear autoregressive modelling of ictal EEG

A relation between the Akaike criterion and reliability of parameter estimates, with application to nonlinear autoregressive modelling of ictal EEG

Annals of Biomedical Engineering 20(2): 167-180

The Akaike minimum information criterion provides a means to determine the appropriate number of lags in a linear autoregressive model of a time series. We show that the Akaike criterion is closely related to the reliability estimates of successively determined parameters of a linear autoregressive (LAR) model. A similar criterion may be applied to determine whether the addition of a nonlinear term to an LAR model provides a statistically significant improvement in the description of the time series. As an example, we use this method to identify quadratic contributions to a nonlinear autoregressive characterization of a typical 3/s spike and wave seizure discharge.

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Accession: 039108756

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PMID: 1575374

DOI: 10.1007/bf02368518

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