Prediction Model Selection with Frequency Check on Decomposed Time Series.
Ümit Çavus BüyüksahinSeyda ErtekinPublished in: SIU (2019)
Keyphrases
- model selection
- cross validation
- sample size
- machine learning
- parameter estimation
- hyperparameters
- bayesian learning
- model selection criteria
- mixture model
- selection criterion
- regression model
- feature selection
- meta learning
- generalization error
- gaussian process
- variable selection
- error estimation
- motion segmentation
- statistical inference
- leave one out cross validation
- marginal likelihood
- parameter determination
- statistical learning
- generalization bounds
- information criterion
- bayesian model selection
- non stationary
- similarity measure