detection procedure for a single outlier in a bilinear model 1azami zaharim, 2mohammad said zainol, 3ibrahim

إجراء الكشف عن قيمة شاذة مفردة في نموذج ثنائي الخطية 1أزامي زهاريم، 2محمد سعيد زينول، 3إبراهيم

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ID: 152151
2014
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Abstract
A single outlier detection procedure for data generated from BL(1,1,1,1) models is developed. It is carried out in three stages. Firstly, the measure of impact of an IO, AO, TC and LC, denoted by IO  , AO  , TC  and LC  , respectively are derived based on least squares method. Secondly, test statistics and test criteria are defined for classifying an observation as an outlier of its respective type. Finally, a general single outlier detection procedure is presented to distinguish a particular type of outlier at a time point t.
تم تطوير إجراء للكشف عن قيمة شاذة مفردة للبيانات المُولَّدة من نماذج BL(1,1,1,1)، حيث يُنفَّذ عبر ثلاث مراحل. أولاً، يتم اشتقاق مقياس التأثير لكل من القيمة الشاذة الابتكارية (IO)، والقيمة الشاذة الإضافية (AO)، والتغير المؤقت (TC)، والتغير في المستوى (LC)، والمشار إليها بـ $\omega_{IO}$ و$\omega_{AO}$ و$\omega_{TC}$ و$\omega_{LC}$ على التوالي، بالاستناد إلى طريقة المربعات الصغرى. ثانياً، تُحدَّد إحصاءات الاختبار ومعاييره لتصنيف المشاهدة كقيمة شاذة وفقاً لنوعها المقابل. وأخيراً، يُقدَّم إجراء عام للكشف عن قيمة شاذة مفردة لتمييز نوع محدد من القيم الشاذة عند نقطة زمنية $t$.
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zaharim2014statistikadetection Use this key to autocite in the manuscript while using SciMatic Manuscript Manager or Thesis Manager
Authors Azami Zaharim, Mohammad Said Zainol, Ibrahim Mohamed, Mohd Sahar Yahaya
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Journal palgrave communications
Year 2014
DOI
DOI not found
URL
http://ejournal.unisba.ac.id/index.php/statistika/article/view/934
Keywords
statistics

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