Complexity / 2018 / Article / Tab 1 / Research Article
A Two-Stage Regularization Method for Variable Selection and Forecasting in High-Order Interaction Model Table 1 The statistical performance of TSSRHR, TSLASSO, TSSCAD, and TSSRL. The performances are measured by number of nonzero elements of main effects, two-way interactions, three-way interactions, MSE (×100), RMSE (×100), and computational costs (CC, in seconds, unless otherwise specified).
Nz( ) Nz( ) Nz( ) MSE RMSE CC Nz( ) Nz( ) Nz( ) MSE RMSE CC Scenario 1 Scenario 2 TSSRHR 3.00 1.00 3.00 93.47 96.68 10.62 TSSRHR 3.00 1.00 5.00 82.71 91.13 5.82 TSLASSO 5.00 59.50 3505.50 145.72 119.13 6.94 TSLASSO 7.00 46.00 3596.00 156.48 124.12 4.12 TSSCAD 2.00 1.00 8.00 127.40 112.92 18.77 TSSCAD 14.00 21.50 3678.00 185.49 132.81 20.73 TSSRL 3.00 0.00 1.00 102.71 101.36 5.26 TSSRL 2.00 0.00 4.00 86.78 91.98 8.13 Nz( ) Nz( ) Nz( ) MSE RMSE CC Nz( ) Nz( ) Nz( ) MSE RMSE CC Scenario 3 Scenario 4 TSSRHR 2.00 1.00 6.00 80.21 89.38 11.72 TSSRHR 3.00 0.00 0.00 87.92 93.13 20.46 TSLASSO 12.00 20.00 4796.00 137.54 117.13 4.32 TSLASSO 35.00 0.00 31458.00 264.13 161.81 11.12 TSSCAD 4.00 0.00 15.00 101.92 100.83 19.72 TSSCAD 19.00 0.00 6661.00 237.35 152.51 52.15 TSSRL 2.00 0.00 1.00 88.86 93.53 25.43 TSSRL 2.00 0.00 1.00 96.92 97.43 1215.93 Nz( ) Nz( ) Nz( ) MSE RMSE CC Nz( ) Nz( ) Nz( ) MSE RMSE CC Scenario 5 Scenario 6 TSSRHR 3.00 0.00 4.00 413.85 200.94 4.21 TSSRHR 3.00 0.00 4.00 418.72 205.19 4.92 TSLASSO 6.00 7.00 94.00 533.48 228.12 3.98 TSLASSO 5.00 2.00 50.50 438.59 207.14 4.01 TSSCAD 3.00 2.50 6.00 470.83 215.94 20.15 TSSCAD 6.00 1.00 94.00 473.21 216.83 25.13 TSSRL 3.00 0.00 1.00 468.10 215.18 2.13 TSSRL 2.00 0.00 3.00 428.13 206.89 3.72 Nz( ) Nz( ) Nz( ) MSE RMSE CC Nz( ) Nz( ) Nz( ) MSE RMSE CC Scenario 7 Scenario 8 TSSRHR 2.00 0.00 3.00 405.13 201.98 10.98 TSSRHR 3.00 0.00 2.00 407.95 201.34 28.13 TSLASSO 5.00 0.00 77.50 436.82 207.92 4.35 TSLASSO 16.00 0.00 1195.50 870.94 294.48 7.19 TSSCAD 9.00 28.00 451.50 434.12 206.15 30.95 TSSCAD 28.00 0.00 29113 454.79 211.83 72.49 TSSRL 2.00 0.00 1.00 430.93 205.73 3.43 TSSRL 2.00 0.00 1.00 445.23 209.89 1529.38 Nz( ) Nz( ) Nz( ) MSE RMSE CC Nz( ) Nz( ) Nz( ) MSE RMSE CC Scenario 9 Scenario 10 TSSRHR 3.00 1.00 4.00 147.33 121.38 14.03 TSSRHR 3.00 1.00 3.00 142.62 119.42 19.66 TSLASSO 3.00 1.00 12.00 194.07 139.31 4.09 TSLASSO 4.00 0.00 19.00 183.93 135.62 6.28 TSSCAD 3.00 4.00 18.00 195.77 139.92 8.73 TSSCAD 3.00 1.00 15.00 165.67 128.71 14.62 TSSRL 3.00 0.00 3.00 183.71 135.54 2.84 TSSRL 3.00 0.00 3.00 174.79 132.21 3.91