Detecting Outliers in Time Series Data

Michael R. Chernick, Darryl J. Downing, D.H. Pike

Type: Article

Publication Date: 1982-12-01

Citations: 40

DOI: https://doi.org/10.1080/01621459.1982.10477880

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Locations

Journal of the American Statistical Association - View

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+	Outlier Detection and Missing Value in Time Series Ozone Data	2015	K. Senthamarai Kannan Manoj Kuppusamy Arumugam Subbanna Gounder
+ PDF Chat	ON THE EMPIRICAL INFLUENCE FUNCTION OF THE PORTMANTEAU STATISTIC IN AR (1) PROCESS	1996	Andy H. Lee W. K. Li Yer Van Hui
+	Effectiveness of Joint Estimation When the Outlier Is the Last Observation in an Autocorrelated Short Time Series	1999	Christine Wright Michael Y. Hu David E. Booth
+	Robust statistical procedures for location and scale dynamic models with applications to risk management	2004	Loriano Mancini
+	Effects of a single outlier on arma identification	1990	Stuart Jay Deutsch Jeery E. Richards James J. Swain
+	Detecting over-influential observations in time series	1991	Bernard Lefrançois
+	Robust estimation of crosscovariance function in the presence of outliers for large sample series	2016	D. K. Shangodoyin Raghunath Arnab
+	Outlier Detection using Clustering Techniques – K-means and K-median	2020	B. Angelin A. Geetha
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Works Cited by This (4)

Action	Title	Year	Authors
+	Influence function method applied to energy time series data	1980	Michael R. Chernick Darryl J. Downing
+	The Influence Curve and its Role in Robust Estimation	1974	Frank R. Hampel
+	Robust estimation and outlier detection with correlation coefficients	1975	Susan J. Devlin R. Gnanadesikan J. R. Kettenring
+	Methods for Statistical Data Analysis of Multivariate Observations	1978	J. E. J. R. Gnanadesikan