Detecting Outliers in Bilinear Time Series Model
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
The most recent press releases about innovation >>>
Die letzten 5 Focus-News des innovations-reports im Überblick:
At the productronica trade fair in Munich this November, the Fraunhofer Institute for Laser Technology ILT will be presenting Laser-Based Tape-Automated Bonding, LaserTAB for short. The experts from Aachen will be demonstrating how new battery cells and power electronics can be micro-welded more efficiently and precisely than ever before thanks to new optics and robot support.
Fraunhofer ILT from Aachen relies on a clever combination of robotics and a laser scanner with new optics as well as process monitoring, which it has developed...
Plants and algae use the enzyme Rubisco to fix carbon dioxide, removing it from the atmosphere and converting it into biomass. Algae have figured out a way to increase the efficiency of carbon fixation. They gather most of their Rubisco into a ball-shaped microcompartment called the pyrenoid, which they flood with a high local concentration of carbon dioxide. A team of scientists at Princeton University, the Carnegie Institution for Science, Stanford University and the Max Plank Institute of Biochemistry have unravelled the mysteries of how the pyrenoid is assembled. These insights can help to engineer crops that remove more carbon dioxide from the atmosphere while producing more food.
A warming planet
Our brains house extremely complex neuronal circuits, whose detailed structures are still largely unknown. This is especially true for the so-called cerebral cortex of mammals, where among other things vision, thoughts or spatial orientation are being computed. Here the rules by which nerve cells are connected to each other are only partly understood. A team of scientists around Moritz Helmstaedter at the Frankfiurt Max Planck Institute for Brain Research and Helene Schmidt (Humboldt University in Berlin) have now discovered a surprisingly precise nerve cell connectivity pattern in the part of the cerebral cortex that is responsible for orienting the individual animal or human in space.
The researchers report online in Nature (Schmidt et al., 2017. Axonal synapse sorting in medial entorhinal cortex, DOI: 10.1038/nature24005) that synapses in...
New technique promises tunable laser devices
Whispering gallery mode (WGM) resonators are used to make tiny micro-lasers, sensors, switches, routers and other devices. These tiny structures rely on a...
Using ultrafast flashes of laser and x-ray radiation, scientists at the Max Planck Institute of Quantum Optics (Garching, Germany) took snapshots of the briefest electron motion inside a solid material to date. The electron motion lasted only 750 billionths of the billionth of a second before it fainted, setting a new record of human capability to capture ultrafast processes inside solids!
When x-rays shine onto solid materials or large molecules, an electron is pushed away from its original place near the nucleus of the atom, leaving a hole...