In this paper we show how the forward search, free from masking and swamping problems, can detect masked multiple outliers in time series and their effect on the model fitted to the data.
Robust Time Series Analysis Through the Forward search
GROSSI, Luigi;
2002-01-01
Abstract
In this paper we show how the forward search, free from masking and swamping problems, can detect masked multiple outliers in time series and their effect on the model fitted to the data.
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