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Semi-automated simultaneous predictor selection for regression-SARIMA models - MaRDI portal

Semi-automated simultaneous predictor selection for regression-SARIMA models (Q2209736)

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Semi-automated simultaneous predictor selection for regression-SARIMA models
scientific article

    Statements

    title
    Semi-automated simultaneous predictor selection for regression-SARIMA models (English)
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    author
    Aaron P. Lowther
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    Paul Fearnhead
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    Matthew A. Nunes
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    Kjeld Knudsen Jensen
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    publication date
    4 November 2020
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    zbMATH Keywords
    best subset selection
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    linear regression
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    mixed integer quadratic optimisation
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    multivariate response model
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    describes a project that uses
    Gurobi
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    R
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    Forecast
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    itsmr
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    elasticnet
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    L0Learn
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    forecast
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    ElemStatLearn
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    Identifiers

    Mathematics Subject Classification ID
    62J05
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    62H12
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    62M10
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    zbMATH DE Number
    7270209
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    OpenAlex ID
    W3083114378
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    arXiv ID
    2001.02883
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