Time series prediction via elastic net regularization integrating partial autocorrelation.

Yanya Xing Dongxi Li Chenlong Li

Published in: Appl. Soft Comput. (2022)

Keyphrases

elastic net
regularization parameter
topology preserving
artificial neural networks
higher order
linear support vector machines
neural network model
projection matrix
cross validation
kernel learning
multiple kernel learning
em algorithm
prediction model