The LASSO Method for Bilinear Time Series Models.
Lixiang TanLihong WangPublished in: Commun. Stat. Simul. Comput. (2016)
Keyphrases
- model selection
- probabilistic model
- preprocessing
- high accuracy
- statistical model
- pairwise
- detection method
- parameter estimation
- similarity measure
- modeling method
- linear regression
- significant improvement
- dynamic programming
- cost function
- prior knowledge
- support vector
- linear model
- feature selection
- exponential smoothing
- support vector machine
- computational complexity
- statistical methods
- prediction model
- autoregressive
- linear models
- moving average