Improving accuracy models using elastic net regression approach based on empirical mode decomposition

DOI10.1080/03610918.2020.1728319zbMATH Open1497.62181OpenAlexW3008540950MaRDI QIDQ5867445FDOQ5867445

Authors: Abdullah S. al-Jawarneh, Mohd. Tahir Ismail, Ahmad M. Awajan, Ahmed R. M. Alsayed 

Publication date: 14 September 2022

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

Full work available at URL: https://doi.org/10.1080/03610918.2020.1728319

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zbMATH Keywords

ridge regressionmulticollinearityLasso regressionempirical mode decompositionelastic net regression

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

• Nearly unbiased variable selection under minimax concave penalty
• The Adaptive Lasso and Its Oracle Properties
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Title not available (Why is that?)
• Regularization and Variable Selection Via the Elastic Net
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• On the adaptive elastic net with a diverging number of parameters
• The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis
• Title not available (Why is that?)
• Subset selection in multiple linear regression in the presence of outlier and multicollinearity
• Hilbert–Huang Transform and Its Applications
• Lasso Regression Based on Empirical Mode Decomposition
• How Do You Make A Time Series Sing Like a Choir? Extracting Embedded Frequencies from Economic and Financial Time Series using Empirical Mode Decomposition

Cited In (1)

• The adaptive LASSO regression and empirical mode decomposition algorithm for enhancing modelling accuracy

Uses Software

• glmnet
• EMD

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