Home > Search Results: keywords:"adaptivní Lasso"
Search:
Search Tips :: Advanced Search
Search collections:
Sort by: Display results: Output format:
National Repository of Grey Literature 1 records found  Search took 0.01 seconds. 
The Lasso and its application to time series
 Holý, Vladimír ; Prášková, Zuzana (advisor) ; Hendrych, Radek (referee)
This thesis first describes the Lasso method and its adaptive improvement. Then the basic theoretical properties are shown and different algorithms are introduced. The main part of this thesis is application of the Lasso method to AR, MA and ARCH time series and to REGAR, REGMA and REGARCH models. An algorithm of the adaptive Lasso in a more general time series model, which includes all above mentioned models and series, is developed. The properties of methods and algorithms are shown on simulations and on a practical example. Powered by TCPDF (www.tcpdf.org)
Detailed record

Interested in being notified about new results for this query?
Subscribe to the RSS feed.
Digital Repository :: Search :: Submit :: Personalize :: Help
Powered by Invenio v1.1.2
Maintained by admin.invenio@techlib.cz
This site is also available in the following languages:
Česky  English