Modeling Data Containing Outliers using ARIMA Additive Outlier (ARIMA-AO)

Autor: Ahmar, Ansari Saleh, Guritno, Suryo, Abdurakhman, Rahman, Abdul, Awi, Alimuddin, Minggi, Ilham, Tiro, M. Arif, Aidid, M. Kasim, Annas, Suwardi, Sutiksno, Dian Utami, Dewi, S. Ahmar, Kurniawan, H. Ahmar, Ahmar, A. Abqary, Zaki, Ahmad, Abdullah, Dahlan, Rahim, Robbi, Nurdiyanto, Heri, Hidayat, Rahmat, Napitupulu, Darmawan, Simarmata, Janner, Kurniasih, Nuning, Abdillah, Leon Andretti, Pranolo, Andri, Haviluddin, Albra, Wahyudin, Arifin, A. Nurani M

Publikováno v: A. S. Ahmar, et al., "Modeling Data Containing Outliers using ARIMA Additive Outlier (ARIMA-AO)," Journal of Physics: Conference Series, vol. 954, p. 012010, 2018

The aim this study is discussed on the detection and correction of data containing the additive outlier (AO) on the model ARIMA (p, d, q). The process of detection and correction of data using an iterative procedure popularized by Box, Jenkins, and R

Externí odkaz: http://arxiv.org/abs/1803.00257