Finding Outliers in Linear and Nonlinear Time Series

作者: Pedro Galeano , Daniel Peña

DOI: 10.1007/978-3-642-35494-6_15

关键词:

摘要: The purpose of this contribution is to review outliers in both univariate and multivariate time series. usual outlier types are presented several frameworks including linear nonlinear series models. key issues regarding identification estimation their effects different settings summarized.

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