Input and Structure Selection for k-NN Approximator
Author(s) -
Antti Sorjamaa,
Nima Reyhani,
Amaury Lendasse
Publication year - 2005
Publication title -
lecture notes in computer science
Language(s) - English
Resource type - Book series
SCImago Journal Rank - 0.249
H-Index - 400
eISSN - 1611-3349
pISSN - 0302-9743
ISBN - 3-540-26208-3
DOI - 10.1007/11494669_121
Subject(s) - computer science , simplicity , selection (genetic algorithm) , set (abstract data type) , nonlinear system , series (stratigraphy) , algorithm , model selection , time series , mathematical optimization , artificial intelligence , machine learning , data mining , mathematics , paleontology , philosophy , physics , epistemology , quantum mechanics , biology , programming language
This paper presents k-NN as an approximator for time series prediction problems. The main advantage of this approximator is its simplicity. Despite the simplicity, k-NN can be used to perform input selection for nonlinear models and it also provides accurate approximations. Three model structure selection methods are presented: Leave-one-out, Bootstrap and Bootstrap 632. We will show that both Bootstraps provide a good estimate of the number of neighbors, k, where Leave-one-out fails. Results of the methods are presented with the Electric load from Poland data set.
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