Forecasting model selection through out-of-sample rolling horizon weighted errors.
Raul PolerJosefa MulaPublished in: Expert Syst. Appl. (2011)
Keyphrases
- model selection
- rolling horizon
- lot sizing
- cross validation
- single machine
- hyperparameters
- sample size
- bayesian learning
- machine learning
- parameter estimation
- mixture model
- regression model
- model selection criteria
- variable selection
- statistical learning
- feature selection
- scheduling problem
- selection criterion
- statistical inference
- automatic model selection
- motion segmentation
- generalization error
- support vector regression
- error estimation
- bayesian networks
- parameter determination
- leave one out cross validation