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 | Schools: | Nanyang Business School | Rights: | Nanyang Technological University | Fulltext Permission: | restricted | Fulltext Availability: | With Fulltext |
Appears in Collections: | NBS Student Reports (FYP/IA/PA/PI) |
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File | Description | Size | Format | |
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NBS-REPORTS_2128.pdf Restricted Access | 890.82 kB | Adobe PDF | View/Open |
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