Outlier evaluation for the bilinear time series model.
The problem of detecting an outlier and then identifying its type for bilinear time series data is studied. The e®ects of temporary change type of outlier on the observations and residuals for general bilinear processes are considered and the corresponding least-squares measure of the decision thres...
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| Main Authors: | , |
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| Format: | Conference or Workshop Item |
| Language: | en |
| Published: |
2008
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| Subjects: | |
| Online Access: | http://eprints.um.edu.my/10366/1/Outlier_evaluation_for_the_bilinear_time_series_model.pdf http://eprints.um.edu.my/10366/ |
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