Abstract:This paper presents a novel methodological approach called the Model of Models (MoM). MoM concerns the selection of the best model for a given partition of the data derived from the realization of the independent variables. Compared to ensemble techniques and model averaging approaches proposed in the literature, MoM does not require a selection of which models to include in the pool of models and it works without resorting to the combination of model predictions.MoM works on parametric and non parametric pred… Show more
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