C. Chen and L.-M. Liu. Forecasting time series with outliers. Journal of Forecasting, 12:13--35, 1993. Home/Search Document Not in Database Summary Related Articles Check |
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Genetic Algorithms For Outlier Identification Of.. - Baragona, Calzini.. (Correct)
....Section is devoted to a brief review of methods proposed in the literature for handling multiple outliers in time series. Iterative procedures that generalise the tests for a single outlier have been proposed by Chang, Tiao and Chen (1988) Tsay (1986; 1988) Chen, Liu and Hudak (1990) and Chen and Liu (1993). At each step the most relevant candidate outlying observation is considered. The time series is corrected depending on the outlier s type. The search is repeated using the modified time series until no more outliers are detected. Model parameters and outliers effects may be jointly estimated. ....
....outliers, of additive and innovational type, have been introduced by Diaz (1991) under the assumption that the underlying time series be generated by an autoregressive process. The impact of the outliers on the parameters estimates has been studied by Pea (1990) and that on the forecasts by Chen and Liu (1993). 3. Genetic algorithms A genetic algorithm (GA) is an optimisation tool which mimics the evolution of a population towards fitness to the natural environment. The statistical applications of the GA s have been discussed by Chatterjee, Laudato and Lynch (1996) and Chatterjee and Laudato (1997) ....
Chen, C., Liu, L.-M. (1993). Forecasting time series with outliers, Journal of Forecasting 12, 1335.
Reverse Hashing for Sketch-based Change Detection.. - Schweller, Chen.. (2004) Self-citation (Chen) (Correct)
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C. Chen and L.M. Liu, "Forecasting time series with outliers," Journal of Forecasting, vol. 12, pp. 1335, 1993.
Sketch-based Change Detection: Methods, Evaluation, .. - Balachander.. (2003) Self-citation (Chen) (Correct)
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C. Chen and L.-M. Liu. Forecasting time series with outliers. Journal of Forecasting, 12:13--35, 1993.
Sketch-based Change Detection: Methods, Evaluation, .. - Balachander.. Self-citation (Chen) (Correct)
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C. Chen and L.-M. Liu. Forecasting time series with outliers. Journal of Forecasting, 12:13--35, 1993.
Sketch-based Change Detection: Methods, Evaluation, and.. - Subhabrata Self-citation (Chen) (Correct)
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C. Chen and L.-M. Liu. Forecasting time series with outliers. Journal of Forecasting, 12:13--35, 1993.
Online Identification of Hierarchical Heavy Hitters: .. - Zhang, Singh, Sen.. (Correct)
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C. Chen and L.-M. Liu. Forecasting time series with outliers. Journal of Forecasting, 12:13--35, 1993.
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