Time series graphical lasso and sparse VAR estimation
Aramayis Dallakyan, Rakheon Kim, Mohsen Pourahmadi
Topics & Concepts
Lasso (programming language)AlgorithmSeries (stratigraphy)Autoregressive modelComputer scienceMathematicsTime seriesMatrix (chemical analysis)Mathematical optimizationPattern recognition (psychology)Artificial intelligenceMachine learningStatisticsMaterials scienceWorld Wide WebComposite materialPaleontologyBiologyAdvanced Statistical Methods and ModelsControl Systems and IdentificationStatistical Methods and Inference