Uncertain Autoregressive Model via LASSO Procedure

DOI10.1142/S0218488520500415OpenAlexW3097429946MaRDI QIDQ5876097

Ziqian Zhang, Jinwu Gao, Xiangfeng Yang

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)

Related Items (3)

Uncertain threshold autoregressive model with imprecise observations ⋮ Uncertain regression model with moving average time series errors ⋮ Ridge Estimation for Uncertain Moving Average Model Under Imprecise Observations

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