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Semi-automated simultaneous predictor selection for regression-SARIMA models.
Aaron P. Lowther
Paul Fearnhead
Matthew A. Nunes
Kjeld Jensen
Published in:
Stat. Comput. (2020)
Keyphrases
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semi automated
fully automated
regression method
regression model
neural network
linear regression
complex systems
probabilistic model
statistical models
objective function
selection algorithm
case study
linear models
decision trees
independent variables
data sets
locally weighted
gradient boosting