On outlier detection in multivariate time series

MaRDI QIDQ2390715zbMATH OpenFDO

Authors Jean-Marie Helbling, Robert Cléroux

Publication date 3 August 2009

Published in Acta Mathematica Vietnamica (Search for Journal in Brave)

zbMATH Keywords

influence functionsvector autocorrelations

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Multivariate analysis (62H99) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35)

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Cited in

(34)

• scientific article; zbMATH DE number 1398574 (Why is no real title available?)
• Detecting an innovative outlier in a set of time series
• Detecting outliers in multivariate volatility models: a wavelet procedure
• A simple diagnostic method of outlier detection for stationary Gaussian time series
• Detecting outlying series in sets of short time series
• Outlier Detection and Time Series Modeling
• Understanding the effect of time series outliers on sample autocorrelations
• Outlier Detection in Time Series Models Using Local Influence Method
• Outlier Detection And Estimation In NonLinear Time Series
• Application of statistical methods in outlier detection for time series data
• Testing for outliers in time series using wavelets
• Outlier detection in linear time series regression models
• Outliers Detection in Multivariate Time Series by Independent Component Analysis
• An outlier detection method for time series based on the rate of signal change
• A mixture‐distribution factor model for multivariate outliers
• Detecting and treating outliers in dynamic regression models
• scientific article; zbMATH DE number 522751 (Why is no real title available?)
• Outlier detection in environmental monitoring network data: an application to ambient ozone measurements for Houston, Texas
• Outliers in multivariate time series
• A Particle Filtering Scheme for Processing Time Series Corrupted by Outliers
• Outlier detection in univariate time series data
• scientific article; zbMATH DE number 6960658 (Why is no real title available?)
• scientific article; zbMATH DE number 472959 (Why is no real title available?)
• Detection of outliers and patches in bilinear time series models
• Outlier detection in adaptive functional-coefficient autoregressive models based on extreme value theory
• Detecting outlier patterns in time series data
• Time series outlier detection: a new non parametric methodology (washer)
• scientific article; zbMATH DE number 6951453 (Why is no real title available?)
• Outliers in a multivariate autoregressive moving-average process
• Outliers detect methods for time series data
• Outliers in dynamic factor models
• OUTLIER DIAGNOSTICS IN TIME SERIES ANALYSIS
• scientific article; zbMATH DE number 97750 (Why is no real title available?)
• Outlier Detection in Multivariate Time Series by Projection Pursuit

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