Genetic algorithms for the identification of additive and innovation outliers in time series

Computational Statistics and Data Analysis

Volumn 37, Issue 1, 2001, Pages 1-12

  Baragona, Roberto ^a   Battaglia, Francesco ^a   Calzini, Claudio ^a  

^a SAPIENZA UNIVERSITY OF ROME   (Italy)

Author keywords

Autoregressive moving average (ARMA) process; Fitness function; Genetic algorithms; Interpolation; Linear process; Outliers in time series

Indexed keywords

GENETIC ALGORITHMS; MAXIMUM LIKELIHOOD ESTIMATION; TIME SERIES ANALYSIS;

ADDITIVE OUTLINERS; INNOVATION OUTLINERS;

COMPUTATION THEORY;

GENETIC ALGORITHM; STATISTICAL ANALYSIS;

EID: 0035963957     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-9473(00)00058-X     Document Type: Article

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