Forecasting of Thailand's Rice Exports Price: Based on Ridge and Lasso Regression.
Petchaluck BoonyakunakornChonrada NuntiWoraphon YamakaPublished in: ICBDT (2019)
Keyphrases
- linear regression
- support vector regression
- ridge regression
- regression coefficients
- model selection
- regression model
- short term
- group lasso
- generalized linear models
- feature selection
- least squares
- regression problems
- locally weighted
- generalized regression neural network
- gaussian processes
- linear models
- regression methods
- forecasting model
- regression method
- weather forecasting
- support vector
- regression analysis
- prediction model
- cross validation
- sparse representation
- simple linear
- exchange rate
- regularization parameter
- hybrid model
- variable selection
- medium term
- high dimensional
- regularized regression