Outlier Detection in Multivariate Time Series by Projection Pursuit
نویسندگان
چکیده
منابع مشابه
Outlier Detection in Multivariate Time Series by Projection Pursuit
In this article we use projection pursuit methods to develop a procedure for detecting outliers in a multivariate time series. We show that testing for outliers in some projection directions can be more powerful than testing the multivariate series directly. The optimal directions for detecting outliers are found by numerical optimization of the kurtosis coefficient of the projected series. We ...
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This article uses Projection Pursuit methods to develop a procedure for detecting outliers in a multivariate time series. We show that testing for outliers in some projection directions could be more powerful than testing the multivariate series directly. The optimal directions for detecting outliers are found by numerical optimization of the kurtosis coefficient of the projected series. We pro...
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ژورنال
عنوان ژورنال: Journal of the American Statistical Association
سال: 2006
ISSN: 0162-1459,1537-274X
DOI: 10.1198/016214505000001131