A Model Selection Approach for Time Series Forecasting: Incorporating Google Trends Data in Australian Macro Indicators.
Ali Abdul KarimEric PardedeScott MannPublished in: Entropy (2023)
Keyphrases
- model selection
- data sets
- cross validation
- bayesian learning
- bayesian methods
- training data
- statistical inference
- motion segmentation
- parameter estimation
- sample size
- missing data
- hyperparameters
- statistical learning
- high dimensional data
- hypothesis testing
- prior knowledge
- generalization bounds
- error estimation
- multivariate regression