tsoutliers

swMATH38294CRANtsoutliersMaRDI QIDQ53994

Detection of Outliers in Time Series

Javier López-de-Lacalle

Last update: 12 February 2024

Copyright license: GNU General Public License, version 2.0

Software version identifier: 0.6-8, 0.3, 0.4, 0.5, 0.6-3, 0.6-5, 0.6-6, 0.6, 0.6-10

Source code repository: https://github.com/cran/tsoutliers

Description

Detection of outliers in time series following the Chen and Liu (1993) <doi:10.2307/2290724> procedure. Innovational outliers, additive outliers, level shifts, temporary changes and seasonal level shifts are considered.

Cites work

• Joint Estimation of Model Parameters and Outlier Effects in Time Series

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