Time series model selection with a meta-learning approach; evidence from a pool of forecasting algorithms.
Sasan BarakMahdi NasiriMehrdad RostamzadehPublished in: CoRR (2019)
Keyphrases
- model selection
- meta learning
- machine learning algorithms
- cross validation
- hyperparameters
- learning tasks
- learning algorithm
- machine learning
- inductive learning
- decision trees
- marginal likelihood
- data sets
- active learning
- feature selection
- selection criterion
- model selection criteria
- benchmark datasets
- gaussian process
- regression model
- unsupervised learning
- bayesian information criterion
- supervised learning
- data mining