### Abstract

The space lattice recursive fitting algorithm to select the optimum two-dimensional (2-D) full-order autoregressive models (AR) is generalised to apply to 2-D subset ARs, including full-order models. It is initiated by fitting all 'forward' and 'backward' one-lag 2-D ARs. The method thus allows us to develop successively all 2-D subset ARs of size κ (the number of lags with nonzero coefficient matrices) from 1 to K. Finally, the best subsets of each size with the minimum generalised residual power for that size are compared to a modified 2-D model selection criterion to find the optimum 2-D subset AR.

Original language | English |
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Pages (from-to) | 1993-1998 |

Number of pages | 6 |

Journal | Applied Mathematical Sciences |

Volume | 5 |

Issue number | 37-40 |

Publication status | Published - 2011 |

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## Cite this

O'Neill, T., Penm, J., & Terrell, R. D. (2011). On the sequential space lattice fitting of two-dimensional subset autoregressions.

*Applied Mathematical Sciences*,*5*(37-40), 1993-1998. http://www.m-hikari.com/ams/ams-2011/ams-37-40-2011/index.html