Using Bayesian Regression for Stacking Time Series Predictive Models.
Bohdan M. PavlyshenkoPublished in: DSMP (2020)
Keyphrases
- gaussian processes
- model selection
- probabilistic model
- bayesian networks
- regression model
- predictive model
- predictive clustering trees
- sparse bayesian learning
- bayesian learning
- regression problems
- linear regression
- statistical models
- autoregressive
- bayesian methods
- complex systems
- non stationary
- multiple linear regression
- model averaging
- least squares
- data mining