Statistika
Vol 6, No 1 (2006)

Detection Procedure for A Single Outlier in a Bilinear Model 1azami Zaharim, 2mohammad Said Zainol, 3ibrahim

Azami Zaharim (Unknown)
Mohammad Said Zainol (Unknown)
Ibrahim Mohamed (Unknown)
Mohd Sahar Yahaya (Unknown)

Article Info

Publish Date
07 Oct 2014

Abstract

A single outlier detection procedure for data generated from BL(1,1,1,1) models is developed. It iscarried 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 statisticsand 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 atime point t.

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Journal Info
Statistika
Website

Abbrev

statistika

Publisher

Universitas Islam Bandung

Subject

Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Industrial & Manufacturing Engineering Mathematics

Description

STATISTIKA published by Bandung Islamic University as pouring media and discussion of scientific papers in the field of statistical science and its applications, both in the form of research results, discussion of theory, methodology, computing, and review ...