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

DOI10.1080/03610918.2020.1728319MaRDI QIDQ5867445zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 5586953 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Hilbert-Huang transform and its applications.
• How Do You Make A Time Series Sing Like a Choir? Extracting Embedded Frequencies from Economic and Financial Time Series using Empirical Mode Decomposition
• Lasso Regression Based on Empirical Mode Decomposition
• Nearly unbiased variable selection under minimax concave penalty
• On the adaptive elastic net with a diverging number of parameters
• Regularization and Variable Selection Via the Elastic Net
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Subset selection in multiple linear regression in the presence of outlier and multicollinearity
• The Adaptive Lasso and Its Oracle Properties
• The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(1)

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

Describes a project that uses

Uses Software

• glmnet
• EMD

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