A time-reversed model identification approach to time series forecasting

In this thesis, I introduce a novel model identification approach to time series forecasting. For linear stationary processes, such as AR processes, the direction of time is independent of the model parameters. By combining theoretical principles of time-reversibility in time series with conventional modeling approaches such as information...

The AIC-BIC dilemma: An in-depth look

In research there is often a need to choose between multiple competing models. Two popular criteria for model selection are the AIC and BIC. The AIC excels in estimating the best model for the unknown data generating process. The BIC on the other hand is consistent in finding the true model. It is clear that for model selection these two...

Frequentistische en Bayesiaanse statistiek in de forensische statistiek

In de statistiek zijn er verschillende methodes voor het uitvoeren van model selectie. Het verschil in deze methodes komt voort uit het verschil in stromingen. Voor niet-geneste model selectie zijn de meest ganbare stromingen de Bayes Factor en de likelihood ratio. D. M. Ommen en C. P. Saunders presenteerden theoretische resultaten voor de...