Sign inSubmit
Tips: “quotes” for a phrase · author:Lee · a DOI goes straight to its article

31 articles for “Outliers”
Set a search alert
Research ArticleOpen accessEvery word in the titleBayesian Models for Time Series with Covariates, Trend, Seasonality, Autoregression and OutliersPitsanu Tongkhow, Nantachai KantananthaBayesian methods furnish an attractive approach to time series data analysis. This article proposes the forecasting models that can detect trend, seasonality, auto regression and outliers in time series data related to some covariates. Cumulative Weibull distribution functions for trend, dummy variables for seasonality, binary selections for outliers and latent autoregression for autocorrelated time series data are used for the … …Journal of Computer Science, Vol. 9, Issue 3 · 16 Apr 2013 · 6,653 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleA Robust Modification of the Goldfeld-Quandt Test for the Detection of Heteroscedasticity in the Presence of OutliersMd. Sohel Rana, Habshah Midi, A.H.M. Rahmatullah ImonProblem statement: The problem of heteroscedasticity occurs in regression analysis for many practical reasons. It is now evident that the heteroscedastic problem affects both the estimation and test procedure of regression analysis, so it is really important to be able to detect this problem for possible remedy. The existence of a few extreme or unusual observations that we often call … …Journal of Mathematics and Statistics, Vol. 4, Issue 4 · 31 Dec 2008 · 7,936 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleA Fast Distance-Based Algorithm to Detect OutliersMoh’d Belal Al-Zoubi, Nadim ObeidvA fast distance-based algorithm for outlier detection will be proposed. It was found that the proposed algorithm reduced the number of distance calculations compared to the nested-loop algorithm. Test results were performed on different well-known data sets. The results showed that the proposed algorithm gave a reasonable amount of CPU time saving. …Journal of Computer Science, Vol. 3, Issue 12 · 31 Dec 2007 · 6,732 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleMOMENTS OF NONIDENTICAL ORDER STATISTICS FROM BURR XII DISTRIBUTION WITH GAMMA AND NORMAL OUTLIERSZ.A. Al-Saiary, A. A. JamjoomThere are some distributions with no simple closed form for distribution functions such as the Normal and Gamma distributions. This will be the problem if we want to find moments of nonidentical order statistics in the presence of Gamma and Normal outliers observations. We used the idea of approximating Normal and Gamma distributions with Burr type XII distribution. We get … …Journal of Mathematics and Statistics, Vol. 9, Issue 1 · 12 Apr 2013 · 7,040 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleSubsample Goal Model for Multihalver on OutliersB. OnoghojobiProblem statement: In this study, a delete-half jackknife problem reformulated as a subsample multihalver was presented. Approach: In this respect, exploiting outlier nomination and estimation, since considering all possible half-sample is unpractical and unfeasible were considered. Results: We derived subsample algorithm which is unbiased multihalver and the performance of the model in formulating the subsample multihalver was shown. Conclusion: The … …Journal of Mathematics and Statistics, Vol. 6, Issue 3 · 30 Sep 2010 · 6,918 accessesView PDFCite
Research ArticleOpen accessIn the keywordsGrasshopper Optimization Algorithm-Generative Adversarial Network for Lung Cancer Detection and ClassificationSukruth Gowda, A JayachandranLung cancer is one of the most dangerous deadly diseases for individuals worldwide. Thus, the survival rate is low due to the difficulty in detecting lung cancer at advanced stages like symptoms; thus, prominence for early diagnosis is important. The detection and treatment of lung cancer is having great importance for early diagnosis. The existing Convolution Neural Network (CNN) based … …Journal of Computer Science, Vol. 18, Issue 3 · 9 Apr 2022 · 6,575 accessesView PDFCite
Research ArticleOpen accessIn the keywordsRobust Modelling of Coronavirus Cases in Egypt: Poisson INARCH and Negative Binomial INARCHHanan ElsaiedThis study compares robust Poisson INARCH(P) models (more briefly: RP-INARCH) and robust negative binomial INARCH(p) models (more briefly: RNB-INARCH) to fit the new daily confirmed cases for the first wave of COVID 19 in Egypt. The robust estimation of these models is based on some modifications of the Conditional Maximum Likelihood Estimates (CMLE). The simulation results show that RNB-INARCH is … …Journal of Mathematics and Statistics, Vol. 17, Issue 1 · 23 Jun 2021 · 7,116 accessesView PDFCite
Research ArticleOpen accessIn the keywordsSpecification of Dynamic Time Series Model with Volatile-Outlier Input SeriesT. A. Lasisi, D.K. Shangodoyin, O. O. Sangodoyin et al.Problem statement: This study considers the precision of the output series generated from aberrant input series in the context of the distribution of the dynamic estimate and also investigate relative merit of analyzing residuals with outliers for a volatility input dynamic model. Approach: The study developed a methodology for checking volatility at every time point and evaluates the influence of … …American Journal of Applied Sciences, Vol. 8, Issue 11 · 1 Oct 2011 · 7,102 accessesView PDFCite
Research ArticleOpen accessIn the keywordsLinear Regression Model Selection Based on Robust Bootstrapping TechniqueHassan S. Uraibi, Habshah Midi, Bashar A. Talib, Jabar H. YousifProblem statement: Bootstrap approach had introduced new advancement in modeling and model evaluation. It was a computer intensive method that can replace theoretical formulation with extensive use of computer. The Ordinary Least Squares (OLS) method often used to estimate the parameters of the regression models in the bootstrap procedure. Unfortunately, many statistics practitioners are not aware of the fact that … …American Journal of Applied Sciences, Vol. 6, Issue 6 · 30 Jun 2009 · 7,876 accessesView PDFCite
Research ArticleOpen accessIn the keywordsThe Performance of Latent Root-M based RegressionHabshah Midi, Lau Ung HuaProblem statement: In the presence of multicollinearity, the estimation of parameters in multiple linear regression models by means of Ordinary Least Squares (OLS) is known to suffer severe distortion. An alternative approach was to use the modified OLS which was based on the latent roots and latent vectors of the correlation matrix of the independent and dependent variables. This procedure … …Journal of Mathematics and Statistics, Vol. 5, Issue 1 · 31 Mar 2009 · 8,654 accessesView PDFCite