Research Article
A Two-Stage Regularization Method for Variable Selection and Forecasting in High-Order Interaction Model
Table 2
The statistical performances of TSSRHR, TSLASSO, TSSCAD, and TSSRL. The performances are measured by number of nonzero elements of main effects, two-way interaction, three-way interactions, three-way interactions, MSE (×100), RMSE (×100), and computational costs (CC, in seconds, unless otherwise specified).
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