A Procedure for Identification of Appropriate State Space and ARIMA Models Based on Time-Series Cross-Validation.
Patrícia RamosJosé Manuel OliveiraPublished in: Algorithms (2016)
Keyphrases
- cross validation
- model selection
- state space
- moving average
- cross validated
- variable selection
- hyperparameters
- parameter estimation
- autoregressive
- arima model
- support vector
- training set
- unseen data
- exponential smoothing
- regression problems
- hybrid model
- regularization parameter
- error estimation
- neural network model
- short term
- feature selection
- data mining