A prediction algorithm for time series based on adaptive model selection.
Jiangjiao DuanWei WangJianping ZengDongzhan ZhangBaile ShiPublished in: Expert Syst. Appl. (2009)
Keyphrases
- maximum likelihood
- model selection
- prediction algorithm
- parameter estimation
- hyperparameters
- cross validation
- mixture model
- model selection criteria
- sample size
- machine learning
- unsupervised learning
- regression model
- statistical inference
- parameter determination
- gaussian mixture model
- selection criterion
- long run
- feature selection
- variable selection
- information criterion
- data mining
- automatic model selection