Forecasting Agricultural Commodity Prices Using Model Selection Framework With Time Series Features and Forecast Horizons.
Dabin ZhangShanying ChenLing LiwenQiang XiaPublished in: IEEE Access (2020)
Keyphrases
- model selection
- statistical inference
- cross validation
- parameter estimation
- sample size
- bayesian learning
- hyperparameters
- statistical learning
- machine learning
- regression model
- short term
- mixture model
- model selection criteria
- forecasting accuracy
- error estimation
- feature vectors
- feature space
- exponential smoothing
- bayesian model selection
- marginal likelihood
- selection criterion
- gaussian process
- variable selection
- parameter determination
- feature selection