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

DOI10.1080/03610918.2020.1728319zbMath1497.62181OpenAlexW3008540950MaRDI QIDQ5867445

Ahmed R. M. Alsayed, Mohd Tahir Ismail, Ahmad M. Awajan, Abdullah S. al-Jawarneh

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 regressionmulticollinearityempirical mode decompositionLasso regressionelastic net regression

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Uses Software

• glmnet
• EMD

Cites Work

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• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Hilbert–Huang Transform and Its Applications
• Regularization and Variable Selection Via the Elastic Net
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• How Do You Make A Time Series Sing Like a Choir? Extracting Embedded Frequencies from Economic and Financial Time Series using Empirical Mode Decomposition

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