Comparison with other models

In this section, a comparative test between the switching NSSM and some other standard models is presented. The goodness of the models is measured with the model evidence, i.e. the likelihood $p(X\vert\mathcal{H}_i)$ for given data set $X$ and model $\mathcal{H}_i$. The theory behind this comparison is presented in Section 3.2.1. The values of the evidence are evaluated using the variational approximation given by ensemble learning.