Bayesian analysis of some outlier problems in time series

DOI10.1093/BIOMET/66.2.229MaRDI QIDQ4194327zbMATH OpenOpenAlexFDO

Authors Bovas Abraham, G. E. P. Box

Publication date 1979

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/66.2.229

zbMATH Keywords

Autoregressive ModelTime SeriesBayesian AnalysisOutlierPosterior DistributionAberrant Innovation

Mathematics Subject Classification ID

Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited in

(31)

• Combining Bayesian method and Kalman smoother for detection additive outlier patches in autoregressive time series
• Analytical Bayes estimator and distribution for outlier infested time series data
• Detection of additive outliers in bilinear time series
• George Box's contributions to time series analysis and forecasting
• George Box and Bayesian inference
• Modelling interventions in INGARCH processes
• A statistic to check model adequacy in time series
• Robust recursive estimation for correlated observations
• Optimal collapsing of mixture distributions in robust recursive estimation
• Bayesian inference in a multiple contaminated autoregressive model with trend
• A SCORE TEST FOR DETECTION OF TIME SERIES OUTLIERS
• Outlier detection in time series via mixed-integer conic quadratic optimization
• Inferences about the parameters of a time series model with changing variance
• Effects of autocorrelation on control chart performance
• Scalable anomaly detection in large homogeneous populations
• Improved time-variant fuzzy time series forecast
• Outlier detection for stationary time series
• Detection of outliers and patches in bilinear time series models
• Effect of outliers on forecasting temporally aggregated flow variables
• Bias correction for outlier estimation in time series
• Detection of atypical response trajectories in biomedical longitudinal databases
• Bayesian Enhancement of Speech and Audio Signals which can be Modelled as ARMA Processes
• Outliers in a multivariate autoregressive moving-average process
• Genetic algorithms for the identification of additive and innovation outliers in time series
• scientific article; zbMATH DE number 4064318 (Why is no real title available?)
• Handling spuriosity in the Kalman filter
• Outlier detection in ARMA models
• EXPECTATION‐MAXIMIZATION ALGORITHMS AND THE ESTIMATION OF TIME SERIES MODELS IN THE PRESENCE OF OUTLIERS
• Maximum Studentized score tests for the detection of outliers in time series regression models
• OUTLIER DIAGNOSTICS IN TIME SERIES ANALYSIS
• Outlier identifiability in time series

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