Uncertain Autoregressive Model via LASSO Procedure (Q5876097)
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scientific article; zbMATH DE number 7647702
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uncertain Autoregressive Model via LASSO Procedure |
scientific article; zbMATH DE number 7647702 |
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Uncertain Autoregressive Model via LASSO Procedure (English)
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31 January 2023
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uncertain time series
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autoregressive model
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LASSO penalty
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final prediction error criterion
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