Machine learning is increasingly applied to time series data, as it constitutes an attractive alternative to forecasts based on traditional time series models. For independent and identically distributed observations, cross-validation is the prevalent scheme for estimating out-of-sample...

Machine learning is increasingly applied to time series data, as it constitutes an attractive alternative to forecasts based on traditional time series models. For independent and identically distributed observations, cross-validation is the prevalent scheme for estimating out-of-sample...

Background: Large-dimensional data modelling often relies on variable reduction methods in the pre-processing and in the post-processing stage. However, such a reduction usually provides less information and yields a lower accuracy of the model. Objectives: The aim of this paper is to assess the...

Many alternative data-adaptive algorithms can be used to learn a predictor based on observed data. Examples of such learners include decision trees, neural networks, support vector regression, least angle regression, logic regression, and the Deletion/Substitution/Addition algorithm. The optimal...

When trying to learn a model for the prediction of an outcome given a set of covariates, a statistician has many estimation procedures in their toolbox. A few examples of these candidate learners are: least squares, least angle regression, random forests, and spline regression. Previous articles...

Many alternative data-adaptive algorithms can be used to learn a predictor based on observed data. Examples of such learners include decision trees, neural networks, support vector regression, least angle regression, logic regression, and the Deletion/Substitution/Addition algorithm. The optimal...