Model selection in reconciling hierarchical time series.
Mahdi AbolghasemiRob J. HyndmanEvangelos SpiliotisChristoph BergmeirPublished in: Mach. Learn. (2022)
Keyphrases
- model selection
- cross validation
- bayesian learning
- regression model
- hyperparameters
- unsupervised learning
- parameter estimation
- meta learning
- machine learning
- statistical learning
- variable selection
- motion segmentation
- sample size
- mixture model
- statistical inference
- feature selection
- selection criterion
- marginal likelihood
- generalization error
- error estimation
- bayesian information criterion
- bayesian model selection
- automatic model selection
- gaussian process
- data sets
- information criterion
- model selection criteria