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Kevin Judd (University of Western Australia)
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Manuscript # 06057
Current Revision # 0
Submission Date 2006-03-03
Current Stage All Reviewers Assigned
Title Degeneracy of time series models : The best model is not always the correct model
Running Title Degeneracy of time series models
Manuscript Type Regular Article
Special Section N/A
Corresponding Author Kevin Judd (University of Western Australia)
Contributing Author Tomomichi Nakamura
Abstract There are a number of good techniques for finding, in some sense, the best model of a deterministic system given a time series of observations. We examine a problem called \emph{model degeneracy}, which has the consequence that even when a perfect model of a system exists, one does not find it using the best techniques currently available. The problem is illustrated using global polynomial models and the theory of Gr"obner bases.
Editor Assigned
Keywords time series, parameter estimation, model selection, degeneracy
Topical Keywords time series modeling
Start Date
All Reviewers Assigned 2006-03-15
Review Received 2006-03-08
Review Started 2006-03-03
First Reviewer Accepted 2006-03-03
Potential Reviewers Accept 2006-03-03
Contacting Potential Reviewers 2006-03-03
Potential Reviewers Assigned 2006-03-03
Waiting for Potential Reviewer Assignment 2006-03-03
Monitoring Editor Assigned 2006-03-03
Potential Monitoring Editor Decline 2006-03-03
Contacting Potential Monitoring Editor 2006-03-03
Potential Monitoring Editor Assigned 2006-03-03
Waiting for Potential Monitoring Editor Assignment 2006-03-03
Editor Assigned 2006-03-03
Author Approved Converted Files 2006-03-03
Waiting for Author Approval of Converted Files 2006-03-03
File Conversion Complete 2006-03-03
Waiting for File Conversion 2006-03-03
Manuscript Submitted 2006-03-03
Manuscript Files Submitted 2006-03-03
Preliminary Manuscript Data Submitted 2006-03-03