scientific article; zbMATH DE number 2060188

MaRDI QIDQ4458418zbMATH OpenFDO

Authors R. Kaiser, Agustín Maravall

Publication date 17 March 2004

zbMATH Keywords

outlier detectionseasonalityARIMA modelslevel shiftoutlier correction

Mathematics Subject Classification ID

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

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Cited in

(4)

• Detection and Correction of Artificial Shifts in Climate Series
• Detection and estimation of additive outliers in seasonal time series
• Analysis of seasonal level shift (SLS) detection in SARIMA models
• Data mining on time series: an illustration using fast-food restaurant franchise data.

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