Detecting outlying series in sets of short time series

DOI10.1016/S0167-9473(01)00078-0MaRDI QIDQ1605166zbMATH OpenFDO

Authors Vassiliki Karioti, Chrysseis Caroni

Publication date 15 July 2002

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

outlierslikelihood ratio testsAR(1) modelshort time seriesnormal outlier tests

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• scientific article; zbMATH DE number 621792 (Why is no real title available?)
• scientific article; zbMATH DE number 954235 (Why is no real title available?)
• Analysis of short time series with an over-dispersion model
• On testing for serial correlation in large numbers of small samples
• Simple detection of outlying short time series

Cited in

(4)

• Simple detection of outlying short time series
• Detection and Correction of Artificial Shifts in Climate Series
• Detecting an innovative outlier in a set of time series
• The analysis of variability of short data sets based on Mahalanobis distance calculation and surrogate time series testing

Describes a project that uses

Uses Software

• itsmr

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