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Results tagged with model-selection
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user 30670
Model selection is a problem of judging which model from some set performs best. Popular methods include $R^2$, AIC and BIC criteria, test sets, and cross-validation. To some extent, feature selection is a subproblem of model selection.
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votes
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answer
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Problem defining ARIMA order
This is a long post so I hope you can bear with me, and please correct me where I'm wrong.
My goal is to produce a daily forecast based on 3 or 4 weeks of historical data.
The data is 15 minute dat …
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