Note: This content is accessible to all versions of every browser. However, this browser does not seem to support current Web standards, preventing the display of our site's design details.

  

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
Supervisor:



No Files for download available.
% 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}
}
Permanent link