Mudelsee, M. - In: Statistical Methods and Applications 21 (2012) 3, pp. 341-346
The paper by Battaglia and Protopapas (Stat Method Appl 2012) is stimulating. It gives an elegant mathematical generalization of autoregressive models (the nine types). It explains state-of-the-art model fitting techniques (genetic algorithm combined with fitness function and least squares). It...