Crude Oil Spot Price Forecasting Using Ivanov-Based LASSO Vector Autoregression
This paper proposes a forecasting methodology that investigates a set of different sparse structures for Queen Metal Bed the vector autoregression (VAR) model using the Ivanov-based least absolute shrinkage and selection operator (LASSO) framework.The variant auxiliary problem principle method is used to solve the various Ivanov-based LASSO-VAR var