Using Angles to Identify Concentrated Multivariate Outliers
نویسندگان
چکیده
منابع مشابه
Identification of outliers types in multivariate time series using genetic algorithm
Multivariate time series data, often, modeled using vector autoregressive moving average (VARMA) model. But presence of outliers can violates the stationary assumption and may lead to wrong modeling, biased estimation of parameters and inaccurate prediction. Thus, detection of these points and how to deal properly with them, especially in relation to modeling and parameter estimation of VARMA m...
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ژورنال
عنوان ژورنال: Technometrics
سال: 2001
ISSN: 0040-1706,1537-2723
DOI: 10.1198/004017001316975907