Subset Selection of ARMA Models via a More Robust Choice of LASSO
碩士 === 東海大學 === 統計學系 === 104 === In statistical model-building, keeping accuracy of model prediction and choosing significant variables are essential topics. Least Absolute Shrinkage and Selection Operator (Lasso) can improve model prediction and find out significant variables. By further using the...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/264jg3 |