Ridge Estimation for Uncertain Moving Average Model Under Imprecise Observations

DOI10.1142/S0218488522500076OpenAlexW4224281499MaRDI QIDQ5877180FDOQ5877180

Xin Gao, Chun Jason Xue

Publication date: 3 February 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/s0218488522500076

zbMATH Keywords

weather predictionmoving average modeluncertain time series analysisridge methodforecast value

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Linear Regression Analysis with Fuzzy Model
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Title not available (Why is that?)
• Fuzzy least squares
• Uncertainty theory
• Uncertain regression analysis: an approach for imprecise observations
• Uncertain time series analysis with imprecise observations
• Analytic solution of uncertain autoregressive model based on principle of least squares
• Characterization of Ridge Trace Behavior
• Cross validation for uncertain autoregressive model
• Some results of moments of uncertain variable through inverse uncertainty distribution
• Least-squares estimation for uncertain moving average model
• Least absolute deviations estimation for uncertain autoregressive model
• Ridge Estimation for Uncertain Autoregressive Model with Imprecise Observations
• Uncertain Autoregressive Model via LASSO Procedure

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