Elastic net penalized Quantile Regression Model and Empirical Mode Decomposition for Improving the Accuracy of the Model Selection

• Main Authors: Ali S.A. Ambark, Mohd Tahir Ismail, Abdullah S. Al-Jawarneh, Samsul Ariffin Abdul Karim
• Format: Article
• Language: English; English
• Published: ResearchGate 2023
• Subjects: HF5520-5541 Office equipment and supplies; QA273-280 Probabilities. Mathematical statistics
• Online Access: https://eprints.ums.edu.my/id/eprint/37712/1/ABSTRACT.pdf; https://eprints.ums.edu.my/id/eprint/37712/2/FULL%20TEXT.pdf; https://eprints.ums.edu.my/id/eprint/37712/; http://dx.doi.org/10.1109/ACCESS.2023.3257032

In quantile regression models, numerous penalization methods have been developed to deal with ordinary least-squares method problems. Such methods are ridge penalized quantile regression, lasso penalized quantile regression, and elastic net penalized quantile regression which are used for variable s...