Accession Number:

ADA027695

Title:

Linear Models, TIme Series and Outliers, 5: Outliers in Time Series,

Descriptive Note:

Corporate Author:

WISCONSIN UNIV MADISON DEPT OF STATISTICS

Personal Author(s):

• Abraham,Bovas
• Box,G. E. P.

Report Date:

1975-09-01

Pagination or Media Count:

34.0

Abstract:

Assuming a linear time series model a Bayesian approach to the outlier problem is used in which with probability 1 alpha a probability is generated by a standard distribution and with probability alpha is generated by an alternative distribution with the same variance but with the mean displaced. The effect of estimation of parameters is studied and consideration is given to the selection of bad values.

Descriptors:

• *TIME SERIES ANALYSIS
• PROBABILITY
• LINEAR PROGRAMMING
• STATISTICAL DISTRIBUTIONS
• BAYES THEOREM
• LINEAR REGRESSION ANALYSIS

Subject Categories:

• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE