Crogging (cross-validation aggregation) for forecasting - A novel algorithm of neural network ensembles on time series subsamples.
Devon K. BarrowSven F. CronePublished in: IJCNN (2013)
Keyphrases
- cross validation
- expectation maximization
- improved algorithm
- hyperparameters
- k means
- model selection
- learning algorithm
- provably correct
- search space
- probability model
- regularization parameter
- support vector machine svm
- regression problems
- generalization error
- neural network ensembles
- unseen data
- database
- selection algorithm
- prior information
- simulated annealing
- nearest neighbor
- probabilistic model
- training set
- support vector
- neural network