Outlier detection in multivariate time series by projection pursuit

Journal of the American Statistical Association

Volumn 101, Issue 474, 2006, Pages 654-669

  Galeano, Pedro ^a   Peña, Daniel ^a   Tsay, Ruey S ^b  

^a UNIVERSIDAD CARLOS III DE MADRID   (Spain)

^b UNIVERSITY OF CHICAGO   (United States)

Author keywords

Kurtosis coefficient; Level shift; Multivariate time series; Outlier; Projection pursuit

Indexed keywords

EID: 33745652986     PISSN: 01621459     EISSN: None     Source Type: Journal    
DOI: 10.1198/016214505000001131     Document Type: Article

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