Uncertain Autoregressive Model via LASSO Procedure

DOI10.1142/S0218488520500415MaRDI QIDQ5876097zbMATH OpenOpenAlexFDO

Authors Ziqian Zhang, Xiangfeng Yang, Jinwu Gao

Publication date 31 January 2023

Published in International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0218488520500415

zbMATH Keywords

autoregressive modelfinal prediction error criterionuncertain time seriesLASSO penalty

Mathematics Subject Classification ID

Statistics (62-XX)

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• Uncertain vector autoregressive model with imprecise observations
• Robust enhanced ridge-type estimation for the Poisson regression models: application to English League Football data

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