[HTML][HTML] Feature selection in jump models

P Nystrup, PN Kolm, E Lindström - Expert Systems with Applications, 2021 - Elsevier
Jump models switch infrequently between states to fit a sequence of data while taking the …
for joint feature selection, parameter and state-sequence estimation in jump models. …

Robust Statistical Jump Models with Feature Selection

J Persson - Master's Theses in Mathematical Sciences, 2023 - lup.lub.lu.se
… so-called jump models. In the final part of this section we will discuss how feature selection
… can be used to do feature selection in the previously mentioned jump model framework. …

Identifying patterns in financial markets: extending the statistical jump model for regime identification

AO Aydınhan, PN Kolm, JM Mulvey, Y Shu - Annals of Operations …, 2024 - Springer
… However, real-world applications often pose challenges for HMMs, due to model misspecification,
lack of data, feature selection issues, and computational challenges. It is well-known …

IsoFrog: a reversible jump Markov Chain Monte Carlo feature selection-based method for predicting isoform functions

Y Liu, C Yang, HD Li, J Wang - Bioinformatics, 2023 - academic.oup.com
… to specific functions and ignore the noise caused by the irrelevant features. In this case…
feature selection framework to extract the function-relevant features might help improve the model

Regularised jump models for regime identification and feature selection

E Selig, P Bilokon - 2024 - papers.ssrn.com
… of regime identification and feature selection. In the following work, we propose a new set of
models called Regularised Jump Models that are founded upon the Jump Model framework. …

What drives cryptocurrency returns? A sparse statistical jump model approach

FP Cortese, PN Kolm, E Lindström - Digital Finance, 2023 - Springer
jump model, a recently developed, interpretable and robust regime-switching model, to infer
key features … Using the data-driven feature selection methodology, we are able to determine …

An Improved Jump Spider Optimization for Network Traffic Identification Feature Selection.

H Xu, Y Hu, W Cao, L Han - Computers, Materials & …, 2023 - search.ebscohost.com
… The model for calculating the pheromone ratio of jumping spiders is as follows: … jumping
spider individual is evaluated, and the best jumping spider is retained. The feature selection

Generalized information criteria for high-dimensional sparse statistical jump models

FP Cortese, PN Kolm, E Lindstrom - Available at SSRN 4774429, 2024 - papers.ssrn.com
… suitable information criteria for hyperparameters selection. In extensive simulation … features
that drive the return dynamics of the world equity market. We find that a three-state model

[PDF][PDF] A feature selection-based framework for human activity recognition using wearable multimodal sensors.

M Zhang, AA Sawchuk - BodyNets, 2011 - mi-zhang.github.io
… to model and recognize human activities. In this paper, we focus on feature selection and …
This observation can be explained by the fact that normally people can not jump straight up …

Bare bones particle swarm optimization with adaptive chaotic jump for feature selection in classification

C Qiu - International Journal of Computational Intelligence …, 2018 - Springer
Feature selection (FS) is a crucial data pre-processing process in classification problems. It
aims to reduce the dimensionality of the problem by eliminating irrelevant or redundant …