Lag weighted lasso for time series model (Q2255836)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lag weighted lasso for time series model |
scientific article |
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Lag weighted lasso for time series model (English)
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18 February 2015
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adaptive lasso
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time series model
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lag effect
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forecast accuracy
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true model selection
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