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सुदृढ़ समय श्रृंखला विश्लेषण×माध्यिका निरपेक्ष विचलन (MAD) आकलन×
क्षेत्रसांख्यिकीसांख्यिकी
परिवारRegression modelRegression model
उद्भव वर्ष20191974
प्रवर्तकMaronna, Martin, Yohai & Salibián-Barrera (textbook treatment); robust estimation traditionHampel (influence-curve treatment); classical robust statistics
प्रकारRobust time series model (AR / MA / ARIMA)Robust scale estimator
मौलिक स्रोतMaronna, R. A., Martin, R. D., Yohai, V. J., & Salibián-Barrera, M. (2019). Robust Statistics: Theory and Methods (with R) (2nd ed.). Wiley. ISBN: 978-1119214687Hampel, F. R. (1974). The Influence Curve and Its Role in Robust Estimation. Journal of the American Statistical Association, 69(346), 383-393. DOI ↗
उपनामrobust ARIMA, robust autoregressive model, outlier-resistant time series, Robust Zaman Serisi Analizimedian absolute deviation, MAD scale estimator, robust scale estimation, Medyan Mutlak Sapma (MAD) Tahmini
संबंधित55
सारांशRobust Time Series Analysis fits autoregressive, moving-average, and ARIMA models to series that contain outliers or structural breaks, using M-estimation or MM-estimation instead of ordinary least squares so that a few anomalous observations do not distort the fit. It follows the robust statistics tradition consolidated in Maronna, Martin, Yohai and Salibián-Barrera (2019).Median Absolute Deviation estimation is a robust measure of statistical dispersion that replaces the standard deviation when outliers are present. Rooted in the influence-curve framework formalised by Hampel (1974), it summarises the spread of a continuous variable using medians instead of means, so a single extreme value cannot distort the result.
ScholarGateडेटासेट
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  1. v1
  2. 2 स्रोत
  3. PUBLISHED

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ScholarGateविधियों की तुलना करें: Robust Time Series Analysis · MAD Estimation. 2026-06-18 को यहाँ से प्राप्त https://scholargate.app/hi/compare