Dependence measures for model selection in singular spectrum analysis.
Atikur R. KhanHossein HassaniPublished in: J. Frankl. Inst. (2019)
Keyphrases
- preprocessing
- model selection
- data preprocessing
- singular spectrum analysis
- cross validation
- hyperparameters
- complex valued
- regression model
- statistical learning
- support vector regression
- mixture model
- variable selection
- feature selection
- machine learning
- model selection criteria
- selection criterion
- statistical inference
- change point detection
- artificial neural networks
- real valued
- bayesian information criterion
- classification accuracy
- information criterion