Robust ARIMA model
Robust ARIMA extends the classical ARIMA framework to detect and correct the influence of outliers and structural breaks during estimation. By jointly identifying anomalous observations and re-estimating model parameters, it produces coefficient estimates and forecasts that are far less distorted by isolated shocks or data errors than standard ARIMA.
Rekodi ya chanzo
Nukuu zimehamishwa kwa uhalisi kutoka kwa rekodi ya chanzo cha mbinu. Hakuna uthibitisho wa kiwango cha dai unaodokezwa kutoka kwao.
- Tsay, R. S. (1986). Time series model specification in the presence of outliers. Journal of the American Statistical Association, 81(393), 132–141. · DOI 10.1080/01621459.1986.10478250
- Chen, C., & Liu, L.-M. (1993). Joint estimation of model parameters and outlier effects in time series. Journal of the American Statistical Association, 88(421), 284–297. · DOI 10.2307/2290724
Madai yaliyotunzwa
Madai yamehifadhiwa katika daftari la ushahidi, kila moja ikiwa na tathmini yake.
Mwonekano huu haubuni tathmini ya dai wakati daftari haina yoyote.
Mbinu zinazohusiana
Zilizotengenezwa kutoka kwa grafu ya mbinu na kuonyeshwa kama uhusiano uliopendekezwa na mashine — hakuna dai la ushahidi linalodokezwa.