Meta Heuristic Approach for Automatic Forecasting Model Selection.
Shoban BabuMitul ShahPublished in: Int. J. Inf. Syst. Supply Chain Manag. (2013)
Keyphrases
- model selection
- metaheuristic
- cross validation
- optimization problems
- ant colony optimization
- tabu search
- hyperparameters
- scatter search
- simulated annealing
- parameter estimation
- genetic algorithm
- bayesian learning
- regression model
- harmony search algorithm
- gaussian process
- optimal solution
- mixture model
- machine learning
- generalization error
- variable selection
- error estimation
- sample size
- search space
- model selection criteria
- feature selection
- support vector regression
- selection criterion
- parameter determination
- statistical inference
- marginal likelihood
- harmony search
- optimization method
- bayesian methods
- particle swarm optimization
- objective function
- information criterion
- evolutionary algorithm
- guided local search
- vehicle routing problem
- gaussian mixture model