Two-step variable selection in partially linear additive models with time series data.

Mu Feng Zhao Chen Ximing Cheng

Published in: Commun. Stat. Simul. Comput. (2018)

Keyphrases

variable selection
linear models
additive models
high dimensional
cross validation
input variables
model selection
dimension reduction
linear model
feature selection
feature space
hyperparameters
ls svm
linear svm
training data
support vector