5.5 extra subsection for LASSO

robjhyndman / fpp2-package

All data sets required for the examples and exercises in the book "Forecasting: principles and practice" (2nd ed, 2018) by Rob J Hyndman and George Athanasopoulos <http://OTexts.org/fpp2/>. All packages required to run the examples are also loaded.

http://pkg.robjhyndman.com/fpp2-package/

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5.5 extra subsection for LASSO #2

Closed alexhallam closed 6 years ago

alexhallam commented 7 years ago

Given the recent paper on Extended Comparisons of Best Subset Selection, Forward Stepwise Selection, and the Lasso, I thought I would request a section on lasso in forecasting for selecting predictors.

robjhyndman commented 6 years ago

Sorry, but this is beyond the scope of the book.