In this paper, we consider modelling interaction between a
set of variables in the context of time series and high dimension. We
suggest two approaches. The first is similar to the neighborhood lasso
when the lasso model is replaced by a support vector machine (SVMs).
The second is a restricted Bayesian network adapted for time series.
We show the efficiency of our approaches by simulations using linear,
nonlinear data set and a mixture of both.

العنوان

2021 International Conference on Engineering and Emerging Technologies (ICEET)

الناشر

IEEE

بلد الناشر

الولايات المتحدة الأمريكية

Indexing

Scopus

معامل التأثير

None

نوع المنشور

Both (Printed and Online)

المجلد

--

السنة

--

الصفحات

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