Lag selection for regression models using high-dimensional mutual information

Geoffroy Simon, Michel Verleysen. Lag selection for regression models using high-dimensional mutual information. In ESANN 2006, 14th European Symposium on Artificial Neural Networks, Bruges, Belgium, April 26-28, 2006, Proceedings. pages 395-400, 2006. [doi]

@inproceedings{SimonV06,
  title = {Lag selection for regression models using high-dimensional mutual information},
  author = {Geoffroy Simon and Michel Verleysen},
  year = {2006},
  url = {http://www.dice.ucl.ac.be/Proceedings/esann/esannpdf/es2006-71.pdf},
  tags = {information models},
  researchr = {https://researchr.org/publication/SimonV06},
  cites = {0},
  citedby = {0},
  pages = {395-400},
  booktitle = {ESANN 2006, 14th European Symposium on Artificial Neural Networks, Bruges, Belgium, April 26-28, 2006, Proceedings},
}