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:	DRNTU::Business::Finance::Mathematical finance
Online Access:	http://hdl.handle.net/10356/9481
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Institution:	Nanyang Technological University

id	sg-ntu-dr.10356-9481
record_format	dspace
spelling	sg-ntu-dr.10356-94812023-05-19T05:44:59Z Outlier estimation and detection in time series model Ang, Liyun Tan, Ann Chi Teh, Judy Hui Hui Balasooriya, Uditha Nanyang Business School Low, Chan Kee DRNTU::Business::Finance::Mathematical finance 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. 2008-09-24T07:32:49Z 2008-09-24T07:32:49Z 2004 2004 Final Year Project (FYP) http://hdl.handle.net/10356/9481 Nanyang Technological University application/pdf
institution	Nanyang Technological University
building	NTU Library
continent	Asia
country	Singapore Singapore
content_provider	NTU Library
collection	DR-NTU
topic	DRNTU::Business::Finance::Mathematical finance
spellingShingle	DRNTU::Business::Finance::Mathematical finance Ang, Liyun Tan, Ann Chi Teh, Judy Hui Hui Outlier estimation and detection in time series model
description	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.
author2	Balasooriya, Uditha
author_facet	Balasooriya, Uditha Ang, Liyun Tan, Ann Chi Teh, Judy Hui Hui
format	Final Year Project
author	Ang, Liyun Tan, Ann Chi Teh, Judy Hui Hui
author_sort	Ang, Liyun
title	Outlier estimation and detection in time series model
title_short	Outlier estimation and detection in time series model
title_full	Outlier estimation and detection in time series model
title_fullStr	Outlier estimation and detection in time series model
title_full_unstemmed	Outlier estimation and detection in time series model
title_sort	outlier estimation and detection in time series model
publishDate	2008
url	http://hdl.handle.net/10356/9481
_version_	1770566437346213888

Outlier estimation and detection in time series model

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