Open AccessHow to improve oil consumption forecast using google trends from online big data?: the structured regularization methods for large vector autoregressive model
Author(s) -
Jae Sue Choi,
Dong Wan Shin
Publication year - 2022
Publication title -
communications for statistical applications and methods
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.326
H-Index - 6
eISSN - 2383-4757
pISSN - 2287-7843
DOI - 10.29220/csam.2022.29.1.721
Subject(s) - autoregressive model , econometrics , big data , oil consumption , regularization (linguistics) , autoregressive integrated moving average , computer science , data mining , time series , statistics , mathematics , artificial intelligence , machine learning , engineering , automotive engineering