On the use of cross-validation for time series predictor evaluation.
Christoph BergmeirJosé Manuel BenítezPublished in: Inf. Sci. (2012)
Keyphrases
- cross validation
- model selection
- hyperparameters
- support vector
- variable selection
- training set
- cross validated
- regression problems
- neural network
- generalization error
- ls svm
- regularization parameter
- error estimates
- information criterion
- unseen data
- least squares support vector machine
- nearest neighbor classifiers
- bayesian framework
- em algorithm
- high dimensional
- data mining