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Final project of “Multivariate Verfahren” course, where we developed a method for variable selection and forecasting using Principal Components and Elastic Net for dimensionality reduction. In this group work I was mostly responsible for the elastic net implementation and the visualizations.
avila/enetfactorforecastR
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Final project of “Multivariate Verfahren” course, where we developed a method for variable selection and forecasting using Principal Components and Elastic Net for dimensionality reduction. In this group work I was mostly responsible for the elastic net implementation and the visualizations.
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