Identification of spikes in time series

DOI10.1515/em-2018-0005zbMath1445.62225arXiv1801.08061OpenAlexW2974375430WikidataQ127231492 ScholiaQ127231492MaRDI QIDQ2192291

Dana E. Goin, Jennifer Ahern

Publication date: 16 August 2020

Published in: Epidemiologic Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1801.08061

zbMATH Keywords

spikestime seriesviolenceadditive outlier

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to social sciences (62P25) Statistics of extreme values; tail inference (62G32)

Uses Software

• R
• WaveThresh4
• forecast
• wavethresh
• Forecast
• TSA
• KFAS

Cites Work

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• Introductory Time Series with R
• Diagnosing Shocks in Time Series
• Joint Estimation of Model Parameters and Outlier Effects in Time Series

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