Outlier detection in time series model / Nurul Sima Mohamad Shariff ...[et al.]

Difficulty occurs in time series when the series are contaminated with outliers typically (i) Innovational Outlier (IO) and (ii) Additive Outlier (AO). As such, before estimating the parameters, one needs to overcome the effect of outliers. There are two approaches employed in this study to identify...

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Auteurs principaux: Mohamad Shariff, Nurul Sima (Auteur), Hamzah, Nor Aishah (Auteur), Kamil, Karmila Hanim (Auteur)
Format: Livre
Publié: 2015-11-04.
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