tsoutliers R Package for Detection of Outliers in Time Series

  title={tsoutliers R Package for Detection of Outliers in Time Series},
  author={Javier L{\'o}pez-de-Lacalle},
Time series data often undergo sudden changes that alter the dynamics of the data transitory or permanently. These changes are typically non-systematic and cannot be captured by standard time series models. That’s why they are known as exogenous or outlier effects. Detecting outliers is important because they have an impact on the selection of the model, the estimation of parameters and, consequently, on forecasts. An automatic procedure described in the literature to detect outliers in time… CONTINUE READING

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