Table 2 Selected key features by GLMNET, SSL and BMA method
From: Analysis and forecasting of crude oil price based on the variable selection-LSTM integrated model
Methods | Selected feature ID |
|---|---|
GLMNET | X2, X5, X8, X9, X10, X13, X14, X15, X16, X18, X19, X20, X21, X26, X27, X28, X29, X30 |
Spike-slab Lasso | X13, X14, X15, X20, X21, X27, X29, X30 |
Bayesian model averaging | X13, X14, X15, X16, X18, X19, X20, X21, X27, X29, X30 |