Lasso-type penalties for covariate selection and forecasting in time series (Q4596036)
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scientific article; zbMATH DE number 6816505
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| English | Lasso-type penalties for covariate selection and forecasting in time series |
scientific article; zbMATH DE number 6816505 |
Statements
LASSO‐Type Penalties for Covariate Selection and Forecasting in Time Series (English)
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8 December 2017
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adaLasso
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variable selection
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penalties
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dimensionality of the parameter space
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weighted lag adaptive Lasso
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0.7999225854873657
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0.7862374782562256
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0.7672833800315857
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0.7387091517448425
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0.7363986968994141
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