ARMA الكشف عن القيم الشاردة في النماذج المختلطة

Abstract EN

The analysis of time series largely depends on the accuracy of the data and does notcontain stray values that contaminate the studied time series, and affect the characteristicsof the model's capabilities, as well as its effect on the characteristics of the probabilitydistribution of the time series due to the deviation that occurs in the general pattern ofobservations, which in turn affects the Kurtosis and skewness coefficients, whichadversely affect the model's capabilities and future forecasting power.

As for the application, the research deals with analyzing the daily global copper pricechain using the studied model (ARMA) and using the test of the proportion of places todetect and estimate the electrolytes and then determine their type, and we have found thatthe appropriate model for the studied data was AR (1) with five stray values revealed Itstype and appreciation.