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Detection of Outliers and Patches in Bilinear Time Series Models
Joint Authors
Liu, Ye
Li, Ling
Lin, Jin-Guan
Chen, Ping
Source
Mathematical Problems in Engineering
Issue
Vol. 2010, Issue 2010 (31 Dec. 2010), pp.1-10, 10 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2010-04-20
Country of Publication
Egypt
No. of Pages
10
Main Subjects
Abstract EN
We propose a Gibbs sampling algorithm to detect additive outliers and patches of outliers in bilinear time series models based on Bayesian view.
We first derive the conditional posterior distributions, and then use the results of first Gibbs run to start the second adaptive Gibbs sampling.
It is shown that our procedure could reduce possible effects on masking and swamping.
At last, some simulations are performed to demonstrate the efficacy of detection and estimation by Monte Carlo methods.
American Psychological Association (APA)
Chen, Ping& Li, Ling& Liu, Ye& Lin, Jin-Guan. 2010. Detection of Outliers and Patches in Bilinear Time Series Models. Mathematical Problems in Engineering،Vol. 2010, no. 2010, pp.1-10.
https://search.emarefa.net/detail/BIM-482410
Modern Language Association (MLA)
Chen, Ping…[et al.]. Detection of Outliers and Patches in Bilinear Time Series Models. Mathematical Problems in Engineering No. 2010 (2010), pp.1-10.
https://search.emarefa.net/detail/BIM-482410
American Medical Association (AMA)
Chen, Ping& Li, Ling& Liu, Ye& Lin, Jin-Guan. Detection of Outliers and Patches in Bilinear Time Series Models. Mathematical Problems in Engineering. 2010. Vol. 2010, no. 2010, pp.1-10.
https://search.emarefa.net/detail/BIM-482410
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-482410