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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| Main Authors: | , , |
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| Other Authors: | |
| Format: | Final Year Project |
| Published: |
2008
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/9481 |
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| Institution: | Nanyang Technological University |
| Summary: | 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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