Model selection in reconciling hierarchical time series.
Mahdi AbolghasemiRob J. HyndmanEvangelos SpiliotisChristoph BergmeirPublished in: CoRR (2020)
Keyphrases
- model selection
- cross validation
- hyperparameters
- parameter estimation
- sample size
- unsupervised learning
- bayesian learning
- statistical learning
- error estimation
- mixture model
- model selection criteria
- meta learning
- machine learning
- feature selection
- statistical inference
- generalization error
- gaussian process
- selection criterion
- motion segmentation
- regression model
- variable selection
- objective function
- bayesian methods
- leave one out cross validation
- information criterion
- marginal likelihood
- real world
- selection criteria