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.
2002
9783790815177
Time series; outlires; forward search
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11562/242452
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