Abstract
The statistical information processing can be characterized by using the likelihood function defined by giving an explicit form for an approximation to the true distribution from which the data are generated. This mathematical representation as an approximation, which is usually called a model, is built based on not only the current data but also prior knowledge on the object and the objective of the analysis. Akaike ([2] and [3]) showed that the log-likelihood can be considered as an estimate of the Kullback-Leibler information which defines the similarity between the predictive distribution of the model and the true distribution and proposed the Akaike information criterion (AIC). By the use of this AIC, it becomes possible to evaluate and compare the goodness of many models objectively and it enables us to select the best model among many candidates. In consequence, the minimum AIC procedure allows us to develop automatic modeling and signal extraction procedures. In this study, we give a simple explanation of statistical modeling based on the AIC and demonstrate four examples of applying the minimum AIC procedure to an automatic transaction of signals observed in the earth sciences. In each case, the AIC plays an important role in making the procedure automatic and objective, and promises to realize a detail examination of a large amount of data sets, which provides us with an opportunity to discover new information
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© 1998 Springer-Verlag Berlin Heidelberg
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Kitagawa, G., Higuchi, T. (1998). Automatic Transaction of Signal via Statistical Modeling. In: Arikawa, S., Motoda, H. (eds) Discovey Science. DS 1998. Lecture Notes in Computer Science(), vol 1532. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-49292-5_33
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DOI: https://doi.org/10.1007/3-540-49292-5_33
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