This paper proposes a forecasting methodology that investigates a set of different sparse structures for the vector autoregression (VAR) model using the Ivanov-based least absolute shrinkage and selection operator (LASSO) framework. The variant auxiliary problem principle method is used to solve the various Ivanov-based LASSO-VAR variants. which is supported by parallel computing with... https://ashleyshomestores.shop/product-category/5-piece-twin-panel-bedroom/