An evaluation of neural network ensembles and model selection for time series prediction.
Devon K. BarrowSven F. CroneNikolaos KourentzesPublished in: IJCNN (2010)
Keyphrases
- model selection
- neural network ensembles
- cross validation
- hyperparameters
- bayesian learning
- meta learning
- sample size
- mixture model
- parameter estimation
- regression model
- feature selection
- generalization error
- statistical learning
- error estimation
- machine learning
- motion segmentation
- model selection criteria
- variable selection
- selection criterion
- ls svm
- statistical inference
- marginal likelihood
- bayesian methods
- neuro fuzzy
- artificial neural networks
- neural network
- parameter determination
- bayesian information criterion
- generalization bounds
- gaussian process
- real world