Model Selection for Time Series Forecasting: Empirical Analysis of Different Estimators.
Vítor CerqueiraLuís TorgoCarlos SoaresPublished in: CoRR (2021)
Keyphrases
- empirical analysis
- model selection
- hypothesis tests
- cross validation
- empirical studies
- bayesian learning
- sample size
- theoretical analysis
- regression model
- artificial neural networks
- hyperparameters
- machine learning
- parameter estimation
- statistical learning
- generalization error
- error estimation
- listed companies
- model selection criteria
- statistical inference
- mixture model
- variable selection
- confidence intervals
- selection criterion
- parameter determination
- automatic model selection
- meta learning
- motion segmentation
- objective function
- feature selection
- bayesian methods
- bayesian information criterion
- leave one out cross validation
- marginal likelihood
- image registration
- active learning