Automatic lag selection in time series forecasting using multiple kernel learning.

Agus Widodo Indra Budi Belawati Widjaja

Published in: Int. J. Mach. Learn. Cybern. (2016)

Keyphrases

multiple kernel learning
linear combination
multiple kernel
kernel learning
lp norm
kernel methods
learning problems
semi supervised learning
kernel function
binary classification
multiple features
data sets
learning models
combining multiple
low level
high dimensional
feature selection