Login / Signup

Simultaneous variable selection and de-coarsening in multi-path change-point models.

Azadeh ShohoudiAbbas KhaliliDavid B. WolfsonMasoud Asgharian
Published in: J. Multivar. Anal. (2016)
Keyphrases
  • variable selection
  • multipath
  • linear models
  • model selection
  • change point
  • input variables
  • cross validation
  • high frequency
  • data mining
  • feature extraction
  • knn
  • routing algorithm