Research ArticleOpen accessEvery word in the titleSpecification 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 abstractBayesian Changepoint Analysis of the Extreme Rainfall EventsWan Zawiah Wan Zin, Abdul Aziz Jemain, Kamarulzaman IbrahimProblem statement: This study assesses recent changes in extremes of annual rainfall in Peninsular Malaysia based on daily rainfall data for 50 rain-gauged stations over the period 1975-2004. Approach: Eight indices that represent the extreme events are defined and analyzed, which are extreme Dry Spell (XDS), extreme Rain-Sum (XRS), extreme wet-day intensities at 95% and 99% percentiles (I95 and I99), … …Journal of Mathematics and Statistics, Vol. 8, Issue 1 · 6 Feb 2012 · 7,250 accessesView PDFCite