SimpleTS: An Efficient and Universal Model Selection Framework for Time Series Forecasting.
Yuanyuan YaoDimeng LiHailiang JieLu ChenTianyi LiJie ChenJiaqi WangFeifei LiYunjun GaoPublished in: Proc. VLDB Endow. (2023)
Keyphrases
- model selection
- cross validation
- statistical inference
- machine learning
- mixture model
- regression model
- sample size
- hyperparameters
- bayesian learning
- parameter estimation
- statistical learning
- meta learning
- selection criterion
- bayesian model selection
- model selection criteria
- information criterion
- generalization error
- motion segmentation
- similarity measure