Lasso Regression Based on Empirical Mode Decomposition

DOI10.1080/03610918.2013.826361MaRDI QIDQ3178535zbMATH OpenOpenAlexFDO

Authors Lei Qin, Shuangge Ma, Jung-Chen Lin, Ben-Chang Shia

Publication date 14 July 2016

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2013.826361

zbMATH Keywords

EMDLassotime-frequency structure relationshiptwo-variable model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• Applications of Hilbert–Huang transform to non‐stationary financial time series analysis
• The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis

Cited in

(4)

• Comparison between empirical mode decomposition and local linear regression in presence of boundaries
• The adaptive LASSO regression and empirical mode decomposition algorithm for enhancing modelling accuracy
• Improving accuracy models using elastic net regression approach based on empirical mode decomposition
• Empirical mode decomposition using rational splines: an application to rainfall time series

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