Time series outlier detection and imputation

  title={Time series outlier detection and imputation},
  author={Hermine N. Akouemo and Richard J. Povinelli},
  journal={2014 IEEE PES General Meeting | Conference & Exposition},
This paper proposed the combination of two statistical techniques for the detection and imputation of outliers in time series data. An autoregressive integrated moving average with exogenous inputs (ARIMAX) model is used to extract the characteristics of the time series and to find the residuals. The outliers are detected by performing hypothesis testing on… CONTINUE READING