Sequential Data-Adaptive Bandwidth Selection by Cross-Validation for Nonparametric Prediction.
Ansgar StelandPublished in: Commun. Stat. Simul. Comput. (2012)
Keyphrases
- cross validation
- sequential data
- change point detection
- model selection
- hidden markov models
- variable selection
- support vector
- fixed length
- sequential pattern mining
- training set
- sequence data
- cross validated
- hyperparameters
- sequential patterns
- pattern mining
- generalization error
- prediction model
- prediction accuracy
- information criterion
- error estimates
- data sets
- ls svm
- multi dimensional
- least squares support vector machine
- unseen data
- real world
- pattern discovery
- spatio temporal
- data structure
- feature selection