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Revisit Model Complexity Definition #223
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# strings => avoid strange arithmetics (not additive). Prefer voting or counts/statistics
class eModelComplexity(Enum):
Low = 'S'
Medium = 'M'
High = 'L' # or 'H' ?? |
Each component type is assigned a complexity (for the whole class) among 'S' (small), 'M' (Medium) , 'L' (Large) The final model complexity is the given by the counts of 'S', 'M' and 'L' occurrences in the model. |
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A model is assigned a complexity as a string of ordred letters. This indicator can be used to rank the models with comparable/indentical MAPE values. |
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Model short list (ozone)
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The model with the more 'S' in the complexity indicator is the less complex (complexities are ordered in the reverse alphabetical order). |
…tors for all possilbe models and component classes.
…tors for all possilbe models and component classes.
FIXED. Closing. |
PyAF computes some model complexity indicator. When two models have the same MAPE, PyAF chooses the less complex.
This complexity indicator is dependent , roughly, on the number of inputs of each model component (trend inputs, AR lags, cycle length, etc)
The complexity of a model is generated using the sum of its components complexity indicators. This is very "artificial".
Use a "statistical" measure of complexity instead.
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