Integrating Predictions in Time Series Model Selection.
Markus BöglWolfgang AignerPeter FilzmoserTheresia GschwandtnerTim LammarschSilvia MikschAlexander RindPublished in: EuroVA@EuroVis (2015)
Keyphrases
- model selection
- cross validation
- hyperparameters
- sample size
- bayesian learning
- statistical learning
- regression model
- mixture model
- feature selection
- meta learning
- machine learning
- generalization error
- selection criterion
- gaussian process
- parameter estimation
- model selection criteria
- variable selection
- motion segmentation
- error estimation
- marginal likelihood
- automatic model selection
- statistical inference
- leave one out cross validation
- parameter determination