Time series analysis: recursive methods and their modifications for time series with outliers and missing observations.

Tomás Cipra; Asunción Rubio; José Trujillo

Extracta Mathematicae (1991)

  • Volume: 6, Issue: 2-3, page 64-95
  • ISSN: 0213-8743

Abstract

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The recursive methods are popular in time series analysis since they are computationally efficient and flexible enough to treat various changes in character of data. This paper gives a survey of the most important type of these methods including their classification and relationships existing among them. Special attention is devoted to i) robustification of some recursive methods, capable of facing outliers in time series, and ii) modifications of recursive methods for time series with missing observations.

How to cite

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Cipra, Tomás, Rubio, Asunción, and Trujillo, José. "Time series analysis: recursive methods and their modifications for time series with outliers and missing observations.." Extracta Mathematicae 6.2-3 (1991): 64-95. <http://eudml.org/doc/39925>.

@article{Cipra1991,
abstract = {The recursive methods are popular in time series analysis since they are computationally efficient and flexible enough to treat various changes in character of data. This paper gives a survey of the most important type of these methods including their classification and relationships existing among them. Special attention is devoted to i) robustification of some recursive methods, capable of facing outliers in time series, and ii) modifications of recursive methods for time series with missing observations.},
author = {Cipra, Tomás, Rubio, Asunción, Trujillo, José},
journal = {Extracta Mathematicae},
keywords = {Series temporales; Análisis recursivo; Inferencia bayesiana; Procesos estocásticos; Datos atípicos},
language = {eng},
number = {2-3},
pages = {64-95},
title = {Time series analysis: recursive methods and their modifications for time series with outliers and missing observations.},
url = {http://eudml.org/doc/39925},
volume = {6},
year = {1991},
}

TY - JOUR
AU - Cipra, Tomás
AU - Rubio, Asunción
AU - Trujillo, José
TI - Time series analysis: recursive methods and their modifications for time series with outliers and missing observations.
JO - Extracta Mathematicae
PY - 1991
VL - 6
IS - 2-3
SP - 64
EP - 95
AB - The recursive methods are popular in time series analysis since they are computationally efficient and flexible enough to treat various changes in character of data. This paper gives a survey of the most important type of these methods including their classification and relationships existing among them. Special attention is devoted to i) robustification of some recursive methods, capable of facing outliers in time series, and ii) modifications of recursive methods for time series with missing observations.
LA - eng
KW - Series temporales; Análisis recursivo; Inferencia bayesiana; Procesos estocásticos; Datos atípicos
UR - http://eudml.org/doc/39925
ER -

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