Hierarchy-guided Model Selection for Time Series Forecasting.
Arindam JatiVijay EkambaramShaonli PalBrian QuanzWesley M. GiffordPavithra HarshaStuart SiegelSumanta MukherjeeChandra NarayanaswamiPublished in: CoRR (2022)
Keyphrases
- hypothesis tests
- model selection
- cross validation
- hyperparameters
- sample size
- bayesian learning
- regression model
- mixture model
- parameter estimation
- error estimation
- variable selection
- statistical learning
- artificial neural networks
- information criterion
- statistical inference
- generalization error
- meta learning
- gaussian process
- motion segmentation
- model selection criteria
- feature selection
- bayesian methods
- machine learning
- bayesian information criterion
- leave one out cross validation
- selection criterion
- parameter determination
- automatic model selection