A Two-Stage Regularization Method for Variable Selection and Forecasting in High-Order Interaction Model

<div>Boxplots of compared forecasting methods in Scenarios 1<svg height="3.394436pt" id="M286" style="vertical-align:-0.04981589pt" version="1.1" viewbox="-0.049816 -3.34462 4.744993 3.394436" width="4.744993pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M300 253H71L57 198H286L300 253Z"></path></g></svg>10.</div>

Complexity

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Figure 1

Figure 1: A Two-Stage Regularization Method for Variable Selection and Forecasting in High-Order Interaction Model 