Relative Error Prediction via Penalized Regression

벌점회귀를 통한 상대오차 예측방법

Jeong, Seok-Oh;Lee, Seo-Eun;Shin, Key-Il

  • Received : 2015.08.12
  • Accepted : 2015.10.05
  • Published : 2015.12.31


This paper presents a new prediction method based on relative error incorporated with a penalized regression. The proposed method consists of fully data-driven procedures that is fast, simple, and easy to implement. An example of real data analysis and some simulation results were given to prove that the proposed approach works in practice.


prediction;relative error;penalized regression;LASSO


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