Table 6.
Selection order | Term index | Terms | Param’s | SSE |
---|---|---|---|---|
1 | 132 | ut−2ut−3ut−5 | −0.0990 | 2.1193 |
2 | 56 | y2t−2 | 2.1606 | 0.9038 |
3 | 51 | y2t−1 | −3.3213 | 0.7320 |
4 | 251 | y3t−1 | 1.5365 | 0.3664 |
5 | 57 | yt−2yt−3 | −1.1189 | 0.3410 |
6 | 8 | yt−3 | 0.9515 | 0.3163 |
7 | 7 | yt−2 | −3.1124 | 0.2984 |
8 | 6 | yt−1 | 3.8819 | 0.2851 |
The parameters Pk and regressor terms Θk selected are given for the case of 100 training samples. The two-stage method selected a new set of terms: {132, 56, 51, 251, 57, 8, 7, 6}