Abstract:Regression models for high-dimensional data have always been a hot topic in the field of statistical learning. Considering the case that the predictor variable is a high-frequency time series and the response variable is a continuous scalar, this paper proposes a regression method based on a multi-kernel KPCA Dimension reduction method and the Bagging algorithms. The proposed method adaptively solves the problem of kernel function selection and unsupervised ness in KPCA Dimension reduction by splicing the proj… Show more
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