Application of statistical methods in outlier detection for time series data

DOI10.3969/J.ISSN.1003-5060.2018.09.022MaRDI QIDQ5381578zbMATH OpenFDO

Authors Chenxi Cao, Youlin Tian, Yukun Zhang, Xiaofeng Liu

Publication date 21 June 2019

Full work available at URL https://doi.org/10.3969/J.ISSN.1003-5060.2018.09.022

zbMATH Keywords

forecastingoutlier detectionrevenue managementtime series data

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Applications of statistics to economics (62P20)

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Cited in

(5)

• Time series outlier detection based on sliding window prediction
• Outlier detection in univariate time series data
• Outliers detect methods for time series data
• An outlier detection method for time series based on the rate of signal change
• Detecting outlier patterns in time series data

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