Záznam dôkazov metódy

Robust Time Series Analysis

Robust 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).

Sources recorded, not reviewed

Zdrojový záznam

Citácie skopírované doslovne zo zdrojového záznamu metódy. Nevyplýva z nich žiadne overenie na úrovni tvrdenia.

Robust Time Series Analysis (M- and MM-estimation based AR / MA / ARIMA)

Taxonomický záznam metódy · regression-model / statistics

Maronna, R. A., Martin, R. D., Yohai, V. J., & Salibián-Barrera, M. (2019). Robust Statistics: Theory and Methods (with R) (2nd ed.). Wiley. · ISBN 978-1119214687
Peña, D., & Guttman, I. (1988). A Bayesian Approach for Predicting with Outliers. Journal of the American Statistical Association. · URL

Otvoriť celú metódu

Spracované tvrdenia

Tvrdenia uložené v registri dôkazov, každé s vlastným hodnotením.

Zatiaľ žiadne spracované tvrdenia

Tento pohľad nevymýšľa hodnotenie tvrdenia, ak register žiadne nemá.

Súvisiace metódy

Vygenerované z grafu metód a zobrazené ako vzťahy navrhnuté strojom – nevyplýva z nich žiadne tvrdenie o dôkaze.

Same method familyBreakdown Point Analysismachine-suggested · Relational suggestion, not evidence.Same method familyMAD Estimationmachine-suggested · Relational suggestion, not evidence.Same method familyOLS Regressionmachine-suggested · Relational suggestion, not evidence.Same method familyRobust Mixed Modelmachine-suggested · Relational suggestion, not evidence.Same method familySn and Qn Scale Estimatorsmachine-suggested · Relational suggestion, not evidence.