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Semi-automated simultaneous predictor selection for regression-SARIMA models |
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| Authors: | Lowther Aaron P Fearnhead Paul Nunes Matthew A Jensen Kjeld |
| Institution: | 1.Department of Mathematics and Statistics, Lancaster University, Lancaster, LA1 4YF, UK ;2.School of Mathematics, University of Bath, Bath, BA2 7AY, UK ;3.BT Applied Research, BT Plc, London, EC1A 7AJ, UK ; |
| Abstract: | Statistics and Computing - Deciding which predictors to use plays an integral role in deriving statistical models in a wide range of applications. Motivated by the challenges of predicting events... |
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