# Patchy Outliers

Author(s):R. Pearson |
Conference/Journal:Encyclopedia of Statistical Sciences, vol. 3, pp. 569-572, S. Kotz, C.B. Read, and D.L. Banks, eds. |

Abstract:The term "patchy outliers" refers to outliers in a time series that occur in patches or bursts. In discussing time series outliers, it is useful to consider an observed time series {y(k)} formed by combining a nominal time series {x(k)} with a second series {o(k)} describing the outliers. The qualitative influence of {o(k)} on {y(k)} depends on four factors: (1), the distribution and dependence structure of {x(k)}; (2), the distribution of {o(k)}; (3), the dependence structure of {o(k)}; and (4), the way in which {x(k)} and {o(k)} combine. This article gives a brief overview of these ideas and concludes with an annotated bibliography of eight references. | Year:1999 |

Type of Publication:(01)Article | |

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% Autogenerated BibTeX entry @Article { Xxx:1999:IFA_1546, author={R. Pearson}, title={{Patchy Outliers}}, journal={Encyclopedia of Statistical Sciences}, year={1999}, volume={3}, number={}, pages={569--572}, url={http://control.ee.ethz.ch/index.cgi?page=publications;action=details;id=1546} } | |

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