Frequency independent automatic input variable selection for Neural Networks for forecasting.
Nikolaos KourentzesSven F. CronePublished in: IJCNN (2010)
Keyphrases
- variable selection
- input variables
- neural network
- cross validation
- high dimensional
- linear models
- model selection
- dimension reduction
- stochastic search
- group lasso
- artificial neural networks
- ls svm
- pattern recognition
- genetic algorithm
- back propagation
- neural network model
- prediction model
- training set
- logistic regression models
- dimensionality reduction
- rough sets
- fuzzy logic
- feature selection