Comparison of some Penalized Methods in Time Series Models
| المصدر: | مجلة القادسية للعلوم الإدارية والاقتصادية |
|---|---|
| الناشر: | جامعة القادسية - كلية الادارة والاقتصاد |
| المؤلف الرئيسي: | Dikheel, Tahir R. (Author) |
| مؤلفين آخرين: | Yaseen, Alaa Q. (Co-Author) |
| المجلد/العدد: | مج21, ع1 |
| محكمة: | نعم |
| الدولة: |
العراق |
| التاريخ الميلادي: |
2019
|
| الصفحات: | 1 - 6 |
| ISSN: |
1816-9171 |
| رقم MD: | 1234691 |
| نوع المحتوى: | بحوث ومقالات |
| اللغة: | الإنجليزية |
| قواعد المعلومات: | EcoLink |
| مواضيع: | |
| رابط المحتوى: |
الناشر لهذه المادة لم يسمح بإتاحتها. |
| المستخلص: |
In this paper, the lag weighted lasso (Iwlasso) is compared with lasso and alasso to deal with effect of lag in linear time series models. The Iwlasso methods are more stable than the other methods in the comparison. Consequently, lag weighted lasso methods are capable to dealing with lag effect. In particular, the lag weighted lasso methods with w^R.2 and w^R3 weights gave the best results compared with the other methods. |
|---|---|
| ISSN: |
1816-9171 |
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