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Results tagged with model-selection
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user 360512
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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Selecting ARIMA orders by ACF/PACF vs. by information criteria
From my experience, finding ARIMA (p) and (q) parameters from the ACF/PACF plots yields better results than auto.arima, measured as lower RSME and/or lower MAPE errors. Note that ARIMA is a statistica …
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