Variable Selection in Time Series Forecasting Using Random Forests.
Hristos TyralisGeorgia PapacharalampousPublished in: Algorithms (2017)
Keyphrases
- variable selection
- random forests
- random forest
- cross validation
- decision trees
- high dimensional
- machine learning algorithms
- input variables
- logistic regression
- artificial neural networks
- dimension reduction
- ensemble methods
- model selection
- linear models
- high dimensional data
- decision tree ensembles
- ls svm
- regression problems
- multi class
- bayesian networks
- machine learning