Effect of outliers on forecasting temporally aggregated flow variables

DOI10.1007/BF02595778zbMath1069.62073WikidataQ126267839 ScholiaQ126267839MaRDI QIDQ2387483

Luiz Koodi Hotta, Pedro L. Valls Pereira, Rissa Ota

Publication date: 5 September 2005

Published in: Test (Search for Journal in Brave)

zbMATH Keywords

predictionadditive outlierstemporal aggregation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Economic time series analysis (91B84)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Estimating the dimension of a model
• Modelling and Forecasting Linear Combinations of Time Series
• Bayesian analysis of some outlier problems in time series
• Detecting Possibly Non-Consecutive Outliers in Industrial Time Series
• Diagnosing Shocks in Time Series
• Joint Estimation of Model Parameters and Outlier Effects in Time Series
• AN OUTLIER TEST FOR TIME SERIES BASED ON A TWO-SIDED PREDICTOR
• TEMPORAL AGGREGATION IN THE ARIMA PROCESS
• Reallocation Outliers in Time Series
• THE EFFECT OF AGGREGATION ON PREDICTION IN AUTOREGRESSIVE INTEGRATED MOVING‐AVERAGE MODELS

This page was built for publication: Effect of outliers on forecasting temporally aggregated flow variables