Concepedia

Online adaptive lasso estimation in vector autoregressive models for high dimensional wind power forecasting

Jakob W. Messner, Pierre Pinson

International Journal of Forecasting · 2018 · 127 citations · 25 references

DOI

Concepts

References

25

R: A Language and Environment for Statistical Computing

R Core Team · 2000 · 353K citations · Full text

, , +10

Regression Shrinkage and Selection Via the Lasso

Robert Tibshirani · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1996 · 51.8K citations

, , +17

Regularization and Variable Selection Via the Elastic Net

Hui Zou, Trevor Hastie · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2005 · 21K citations · Full text

, , +15

Regularization Paths for Generalized Linear Models via Coordinate Descent

Jerome H. Friedman, Trevor Hastie, Robert Tibshirani · Journal of Statistical Software · 2010 · 17.1K citations · Full text

, , +17

Regularization Paths for Generalized Linear Models via Coordinate Descent.

Jerome H. Friedman, Trevor Hastie, Rob Tibshirani · PubMed · 2010 · 14K citations · Full text

, , +17