Research ArticleOpen accessIn the keywordsSpecification of the Outlier Univariate ModelN. P. OlewueziProblem statement: An outlier is an observation that deviates so much from other observations so as to arouse suspicion that it was generated by a different mechanism. Approach: In this study, outlier univariate model was specified based on statistical measures, Outlier Free (OF) and Outlier Contaminated (OC) models were Stated and compared. Results: The number of expected outliers obtained and … …Journal of Mathematics and Statistics, Vol. 7, Issue 4 · 3 Nov 2011 · 6,905 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