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Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (http://creativecommons.org/licenses/by/4.0/).
Model selection-Step 2-NO. Counter-factual term selection for the five nitrogen dioxide stations in Milan. Left panel: 10-steps-ahead MSFE in log-scale as function of the candidate. Right panel: AICc and BIC pairs for each model.