"Discovering Sparse and Ununiform Lag Structure Using VAR Models with ..."

Kazuki Koyama, Keisuke Kiritoshi, Tomonori Izumitani (2019)

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DOI: 10.1109/ICDMW.2019.00062

access: closed

type: Conference or Workshop Paper

metadata version: 2020-01-20

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Kazuki Koyama, Keisuke Kiritoshi, Tomonori Izumitani:
Discovering Sparse and Ununiform Lag Structure Using VAR Models with Latent Group LASSO. ICDM Workshops 2019: 376-384

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