Online adaptive lasso estimation in vector autoregressive models for high dimensional wind power forecasting-Reference-Cited by-同舟云学术

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

Published:2019-10 Issue:4 Volume:35 Page:1485-1498
ISSN:0169-2070
Container-title:International Journal of Forecasting
language:en
Short-container-title:International Journal of Forecasting

Author:

Messner Jakob W.,Pinson Pierre

Funder

Électricité de France

Danish Council for Strategic Research

CITIES

Publisher

Elsevier BV

Subject

Business and International Management

Reference27 articles.

1. Online adaptive estimation of sparse signals: Where RLS Meets the ℓ1-Norm;Angelosante;IEEE Transactions on Signal Processing,2010

2. Messner J. W. (2018). onlineVAR: online fitting of time-adaptive lasso vector autoregression, R package version 0.1-0. https://CRAN.R-project.org/package=onlineVAR/.

3. A review and comparison of strategies for multi-step ahead time series forecasting based on the NN5 forecasting competition;Ben Taieb;Expert Systems with Applications,2012

4. Towards improved understanding of the applicability of uncertainty forecasts in the electric power industry;Bessa;Energies,2017

5. LASSO Vector autoregression structures for very short-term wind power forecasting;Cavalcante;Wind Energy,2017

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