Outlier estimation and detection in time series model

This study attempts to better understand the impact of an outlier in time series model and the importance of outlier detection. This enables better analysis to be performed and to make the necessary adjustments for forecasting.

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Bibliographic Details
Main Authors: Ang, Liyun, Tan, Ann Chi, Teh, Judy Hui Hui
Other Authors: Balasooriya, Uditha
Format: Final Year Project
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/9481
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Institution: Nanyang Technological University