Outlier detection in time series model / Nurul Sima Mohamad Shariff ...[et al.]

• Main Authors: Mohamad Shariff, Nurul Sima, Hamzah, Nor Aishah, Kamil, Karmila Hanim
• Format: Conference or Workshop Item
• Language: English
• Published: 2015
• Subjects: T Technology (General); Technological change
• Online Access: https://ir.uitm.edu.my/id/eprint/54079/1/54079.pdf; https://ir.uitm.edu.my/id/eprint/54079/
• Institution: Universiti Teknologi Mara

Difficulty occurs in time series when the series are contaminated with outliers typically (i) Innovational Outlier (IO) and (ii) Additive Outlier (AO). As such, before estimating the parameters, one needs to overcome the effect of outliers. There are two approaches employed in this study to identify...