1993 Volume 5 Issue 6 Pages 1372-1382
The procedure of a statistical model selection is extended by introducing fuzziness into the optimization of a criterion. First, statistical properties of the proposed fuzzy model selection method are shown. Secondly, the fuzzy model selection is applied to the order determination of a time series model and to the estimation of unknown parameters of the normal distribution. The prediction of a time series using the fuzzy model selection is also discussed.