Forum for Science, Industry and Business

Sponsored by:     3M 
Search our Site:

 

Detecting Outliers in Bilinear Time Series Model

16.11.2009
Ibrahim bin Mohamed of the Faculty of Information Technology and Quantitative Sciences, UiTM, Malaysia researched to detect Outliers in Bilinear Time Series Model.

He studied how to build models and detect outliers in BL (l,l,l,l) models in time-domain framework. In the model building, the Box-Jenkins approach was closely followed. In the identification stage, time-domain based nonlinearity tests were considered to distinguish nonlinearity data set from linear time series data.

In general, identifying the order of bilinear model including BL(l,l,l,l) model is not possible yet due to the complexity of form taken by the moments of bilinear model. In the estimation stage, the nonlinear least squares method were used to estimate the parameters of BL(l,l,l,l) models. In the diagnostic stage, the residuals were examined to check the adequacy of model. In addition, the Akaike's information criteria, the Akaike's Bayesian information criteria and Schwarz's criterion were used for model companson purposes.

Outliers exist due to many possibilities such as misrecording, disaster or
changes of nature. The occurrence of four types of outliers; the additive outlier (AO), innovational outlier (10), level change (LC) and temporary change (TC), in data from BL(l,l,l,l) models were considered in the study. Their features were studied so that different patterns caused by each type of outliers were distinguishable.

Further, the measures of outlier effect for AO, 10, LC and TC were derived using the least squares method. Their variances were obtained using bootstrap method. The detection of outliers was carried out by examining the maximum value of the standardized statistics of the outlier effects.

The outlier detection procedure for identifying the type of outlier at time point t was proposed. Simulation studies were carried out to study the performance of the procedure in BL (l,l,l,l) models. It was found out that, in general, the proposed procedure performed well in detecting outliers. As for illustration, the proposed procedure was applied on three hydrological data.

Megawati Omar | Research asia research news
Further information:
http://inforec.uitm.edu.my
http://www.researchsea.com

More articles from Information Technology:

nachricht Cheap 3-D printer can produce self-folding materials
25.04.2018 | Carnegie Mellon University

nachricht Quantum Technology for Advanced Imaging – QUILT
24.04.2018 | Fraunhofer-Institut für Lasertechnik ILT

All articles from Information Technology >>>

The most recent press releases about innovation >>>

Die letzten 5 Focus-News des innovations-reports im Überblick:

Im Focus: BAM@Hannover Messe: innovative 3D printing method for space flight

At the Hannover Messe 2018, the Bundesanstalt für Materialforschung und-prüfung (BAM) will show how, in the future, astronauts could produce their own tools or spare parts in zero gravity using 3D printing. This will reduce, weight and transport costs for space missions. Visitors can experience the innovative additive manufacturing process live at the fair.

Powder-based additive manufacturing in zero gravity is the name of the project in which a component is produced by applying metallic powder layers and then...

Im Focus: Molecules Brilliantly Illuminated

Physicists at the Laboratory for Attosecond Physics, which is jointly run by Ludwig-Maximilians-Universität and the Max Planck Institute of Quantum Optics, have developed a high-power laser system that generates ultrashort pulses of light covering a large share of the mid-infrared spectrum. The researchers envisage a wide range of applications for the technology – in the early diagnosis of cancer, for instance.

Molecules are the building blocks of life. Like all other organisms, we are made of them. They control our biorhythm, and they can also reflect our state of...

Im Focus: Spider silk key to new bone-fixing composite

University of Connecticut researchers have created a biodegradable composite made of silk fibers that can be used to repair broken load-bearing bones without the complications sometimes presented by other materials.

Repairing major load-bearing bones such as those in the leg can be a long and uncomfortable process.

Im Focus: Writing and deleting magnets with lasers

Study published in the journal ACS Applied Materials & Interfaces is the outcome of an international effort that included teams from Dresden and Berlin in Germany, and the US.

Scientists at the Helmholtz-Zentrum Dresden-Rossendorf (HZDR) together with colleagues from the Helmholtz-Zentrum Berlin (HZB) and the University of Virginia...

Im Focus: Gamma-ray flashes from plasma filaments

Novel highly efficient and brilliant gamma-ray source: Based on model calculations, physicists of the Max PIanck Institute for Nuclear Physics in Heidelberg propose a novel method for an efficient high-brilliance gamma-ray source. A giant collimated gamma-ray pulse is generated from the interaction of a dense ultra-relativistic electron beam with a thin solid conductor. Energetic gamma-rays are copiously produced as the electron beam splits into filaments while propagating across the conductor. The resulting gamma-ray energy and flux enable novel experiments in nuclear and fundamental physics.

The typical wavelength of light interacting with an object of the microcosm scales with the size of this object. For atoms, this ranges from visible light to...

All Focus news of the innovation-report >>>

Anzeige

Anzeige

VideoLinks
Industry & Economy
Event News

Invitation to the upcoming "Current Topics in Bioinformatics: Big Data in Genomics and Medicine"

13.04.2018 | Event News

Unique scope of UV LED technologies and applications presented in Berlin: ICULTA-2018

12.04.2018 | Event News

IWOLIA: A conference bringing together German Industrie 4.0 and French Industrie du Futur

09.04.2018 | Event News

 
Latest News

Getting electrons to move in a semiconductor

25.04.2018 | Physics and Astronomy

Reconstructing what makes us tick

25.04.2018 | Physics and Astronomy

Cheap 3-D printer can produce self-folding materials

25.04.2018 | Information Technology

VideoLinks
Science & Research
Overview of more VideoLinks >>>