Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/9481
Title: Outlier estimation and detection in time series model
Authors: Ang, Liyun
Tan, Ann Chi
Teh, Judy Hui Hui
Keywords: DRNTU::Business::Finance::Mathematical finance
Issue Date: 2004
Abstract: This study attempts to better understand the impact of an outlier in time series model and the importance of outlier detection. This enables better analysis to be performed and to make the necessary adjustments for forecasting.
URI: http://hdl.handle.net/10356/9481
Rights: Nanyang Technological University
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:NBS Student Reports (FYP/IA/PA/PI)

Files in This Item:
File Description SizeFormat 
NBS-REPORTS_2128.pdf
  Restricted Access
890.82 kBAdobe PDFView/Open

Page view(s) 20

336
Updated on Nov 24, 2020

Download(s) 20

4
Updated on Nov 24, 2020

Google ScholarTM

Check

Items in DR-NTU are protected by copyright, with all rights reserved, unless otherwise indicated.