Properties of Direct Multi-Step Ahead Prediction of Chaotic Time Series and Out-of-Bag Estimate for Model Selection.
Shuichi KurogiRyosuke ShigematsuKohei OnoPublished in: ICONIP (2) (2014)
Keyphrases
- model selection
- cross validation
- chaotic time series
- parameter estimation
- hyperparameters
- selection criterion
- feature selection
- information criterion
- variable selection
- model selection criteria
- short term
- marginal likelihood
- regression model
- gaussian process
- phase space
- machine learning
- data mining
- neural network
- supervised learning
- long term