Model Selection for Time Series Forecasting An Empirical Analysis of Multiple Estimators.
Vítor CerqueiraLuís TorgoCarlos SoaresPublished in: Neural Process. Lett. (2023)
Keyphrases
- model selection
- cross validation
- hyperparameters
- bayesian learning
- regression model
- mixture model
- statistical learning
- sample size
- generalization error
- error estimation
- statistical inference
- feature selection
- variable selection
- machine learning
- hypothesis tests
- meta learning
- parameter estimation
- model selection criteria
- automatic model selection
- motion segmentation
- gaussian process
- generalization bounds
- information criterion
- maximum a posteriori
- selection criterion
- similarity measure
- parameter determination