A bias-variance-complexity trade-off framework for complex system modeling

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	A bias-variance-complexity trade-off framework for complex system modeling
	Yu, L ; Lai, KK ; Wang, SY; Huang, W
	2006
发表期刊	COMPUTATIONAL SCIENCE AND ITS APPLICATIONS - ICCSA 2006, PT 1
ISSN	0302-9743
卷号	3980 页码:518-527
摘要	This study proposes a new complex system modeling approach by extending a bias-variance trade-off into a bias-variance-complexity trade-off framework. In the framework, the computational complexity is introduced for system modeling. For testing purposes, complex financial system data are used for modeling. Empirical results obtained reveal that this novel approach performs well in complex system modeling and can improve the performance of complex systems by way of model ensemble within the framework.
语种	英语
WOS研究方向	Computer Science
WOS类目	Computer Science, Theory & Methods
WOS记录号	WOS:000237642900055
出版者	SPRINGER-VERLAG BERLIN
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/3381
专题	系统科学研究所
通讯作者	Yu, L
作者单位	1.Chinese Acad Sci, Inst Syst Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China 2.City Univ Hong Kong, Dept Management Sci, Kowloon, Hong Kong, Peoples R China 3.Hunan Univ, Coll Business Adm, Changsha 410082, Peoples R China 4.Huazhong Univ Sci & Technol, Sch Management, Wuhan 430074, Peoples R China
推荐引用方式 GB/T 7714	Yu, L,Lai, KK,Wang, SY,et al. A bias-variance-complexity trade-off framework for complex system modeling[J]. COMPUTATIONAL SCIENCE AND ITS APPLICATIONS - ICCSA 2006, PT 1,2006,3980:518-527.
APA	Yu, L,Lai, KK,Wang, SY,&Huang, W.(2006).A bias-variance-complexity trade-off framework for complex system modeling.COMPUTATIONAL SCIENCE AND ITS APPLICATIONS - ICCSA 2006, PT 1,3980,518-527.
MLA	Yu, L,et al."A bias-variance-complexity trade-off framework for complex system modeling".COMPUTATIONAL SCIENCE AND ITS APPLICATIONS - ICCSA 2006, PT 1 3980(2006):518-527.