Cross validation for uncertain autoregressive model.
Zhe LiuXiangfeng YangPublished in: Commun. Stat. Simul. Comput. (2022)
Keyphrases
- cross validation
- autoregressive model
- model selection
- support vector
- cross validated
- autoregressive
- hyperparameters
- generalization error
- wavelet analysis
- training set
- wavelet domain
- wavelet decomposition
- unseen data
- error estimates
- information criterion
- nearest neighbor classifiers
- machine learning
- high frequency
- stationary wavelet transform