tsoutliers
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swMATH38294CRANtsoutliersMaRDI QIDQ53994
Detection of Outliers in Time Series
Last update: 12 February 2024
Copyright license: GNU General Public License, version 2.0
Software version identifier: 0.6-8, 0.3, 0.4, 0.5, 0.6-3, 0.6-5, 0.6-6, 0.6, 0.6-10
Source code repository: https://github.com/cran/tsoutliers
Detection of outliers in time series following the Chen and Liu (1993) <doi:10.2307/2290724> procedure. Innovational outliers, additive outliers, level shifts, temporary changes and seasonal level shifts are considered.
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