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Uncertain Threshold Autoregressive Model via LASSO Procedure.

Shangfeng ZengHaoxuan LiXiangfeng Yang
Published in: J. Uncertain Syst. (2022)
Keyphrases
  • autoregressive model
  • wavelet analysis
  • autoregressive
  • feature selection
  • wavelet domain
  • least squares
  • wavelet decomposition
  • multiscale
  • feature space
  • multiresolution
  • parameter estimation
  • anchovy catches