Outlier detection in univariate time series data

DOI10.17654/FJTSMAR2015_143_151zbMATH Open1419.62242OpenAlexW2519186979MaRDI QIDQ2809344FDOQ2809344

Authors: N. P. Olewuezi, B. Onoghojobi, A. O. Aduobi 

Publication date: 27 May 2016

Published in: Far East Journal of Theoretical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.17654/fjtsmar2015_143_151

Recommendations

• On outlier detection in multivariate time series
• Outlier detection in linear time series regression models
• Outlier Detection and Time Series Modeling
• Application of statistical methods in outlier detection for time series data
• Outlier detection for stationary time series

zbMATH Keywords

outlier detectionstatistical inferenceunivariate time seriesmodified \(Z\)-score

Mathematics Subject Classification ID

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

Cited In (5)

• Outlier detection for temporal data
• Application of statistical methods in outlier detection for time series data
• An outlier detection method for time series based on the rate of signal change
• Review and assessment of some outlier detection method in a univariate data set
• Outliers detect methods for time series data

This page was built for publication: Outlier detection in univariate time series data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2809344)