Enhancing forecasting performance of multivariate time series using new hybrid feature selection

The aim of this study is to propose a new hybrid feature selection model to improve the performance of multivariate time series (MTS) forecasting under uncertainty situation. This new hybrid model is called cooperative feature selection (CFS) and consists of two different component; GRA Analyzer and...

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Bibliographic Details
Main Authors: Sallehuddin, Roselina, Shamsuddin, Siti Mariyam, Mustafa, Noorfa Haszlinna
Format: Book Section
Published: Springer-Verlag 2012
Subjects:
Online Access:http://eprints.utm.my/id/eprint/35761/
http://dx.doi.org/10.1007/978-3-642-31837-5_54
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