Carbon Price Forecasting with Quantile Regression and Feature Selection.
Tianqi PangKehui TanChenyou FanPublished in: CoRR (2023)
Keyphrases
- quantile regression
- feature selection
- least squares
- cross validated
- text categorization
- response variable
- text classification
- fold cross validation
- feature extraction
- feature set
- support vector
- mutual information
- machine learning
- electricity markets
- regression model
- cross validation
- feature subset
- information gain
- naive bayes
- support vector machine
- logistic regression
- model selection
- log likelihood
- multi class
- feature space