Please use this identifier to cite or link to this item:
https://elib.bsu.by/handle/123456789/51932| Title: | On outliers and interventions in count time series following glms |
| Authors: | Fried, R. Elsaied, H. Liboschik, T. |
| Keywords: | ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Кибернетика |
| Issue Date: | 2013 |
| Publisher: | Minsk : Publ. center of BSU |
| Citation: | Computer Data Analysis and Modeling: Theoretical and Applied Stochastics : Proc. of the Tenth Intern. Conf., Minsk, Sept. 10–14, 2013. Vol 1. — Minsk, 2013. — P. 50-57 |
| Abstract: | We discuss the analysis of count time series following generalized linear models in the presence of outliers and intervention effects. Different modifications of such models are formulated which allow to incorporate, detect and to a certain degree distinguish extraordinary events (interventions) of different types in count time series retrospectively. An outlook on future extensions to the problem of online surveillance and robust parameter estimation is provided. |
| URI: | http://elib.bsu.by/handle/123456789/51932 |
| Appears in Collections: | 2013. Computer Data Analysis and Modeling. Vol 1 Vol. 1 |
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