liu.seSearch for publications in DiVA
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
The Use of Nonnegative Garrote for Order Selection of ARX Models
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
2008 (English)Report (Other academic)
Abstract [en]

Order selection of linear regression models has been thoroughly researched in the statistical community for some time. Different shrinkage methods have been proposed, such as the Ridge and Lasso regression methods. Especially the Lasso regression has won fame because of its ability to set less important parameters exactly to zero. However, these methods do not take dynamical systems into account, where the regressors are ordered via the time lag. To this end, a modified variant of the nonnegative garrote method will be analyzed.

Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 2008. , 9 p.
Series
LiTH-ISY-R, ISSN 1400-3902 ; 2876
Keyword [en]
System identification- -ARX--Order selection
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-56195ISRN: LiTH-ISY-R-2876OAI: oai:DiVA.org:liu-56195DiVA: diva2:316975
Funder
Swedish Research Council
Available from: 2010-04-30 Created: 2010-04-30 Last updated: 2014-09-02Bibliographically approved

Open Access in DiVA

fulltext(661 kB)100 downloads
File information
File name FULLTEXT01.pdfFile size 661 kBChecksum SHA-512
9ad4c9546da25299f1082ebc25b2f6190ed13d5167c761fc2b9ed3c45d52c6dd3556d096e13c292c5d90ad1912f7c78c11e7af4dcf24c3d5519d78771a5c2a0b
Type fulltextMimetype application/pdf

Authority records BETA

Lyzell, ChristianRoll, JacobLjung, Lennart

Search in DiVA

By author/editor
Lyzell, ChristianRoll, JacobLjung, Lennart
By organisation
Automatic ControlThe Institute of Technology
Control Engineering

Search outside of DiVA

GoogleGoogle Scholar
Total: 100 downloads
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

urn-nbn

Altmetric score

urn-nbn
Total: 107 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf