Detection Procedure for A Single Outlier in a Bilinear Model 1azami Zaharim, 2mohammad Said Zainol, 3ibrahim

Detection Procedure for A Single Outlier in a Bilinear Model 1azami Zaharim, 2mohammad Said Zainol, 3ibrahim

A single outlier detection procedure for data generated from BL(1,1,1,1) models is developed. It is carried out in three stages. Firstly, the measure of impact of an IO, AO, TC and LC, denoted by IO  , AO  , TC  and LC  , respectively are derived based on least squares method. Secondly, test sta...

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Main Authors: Azami Zaharim, Mohammad Said Zainol, Ibrahim Mohamed, Mohd Sahar Yahaya
Format: Article
Language:Indonesian
Published: Universitas Islam Bandung 2014-10-01
Series:Statistika
Online Access:http://ejournal.unisba.ac.id/index.php/statistika/article/view/934
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spelling doaj-56ec56ca4b514d7a9651039eabb30b082020-11-24T22:56:15ZindUniversitas Islam BandungStatistika1411-58912014-10-0161729Detection Procedure for A Single Outlier in a Bilinear Model 1azami Zaharim, 2mohammad Said Zainol, 3ibrahimAzami ZaharimMohammad Said ZainolIbrahim MohamedMohd Sahar YahayaA single outlier detection procedure for data generated from BL(1,1,1,1) models is developed. It is carried out in three stages. Firstly, the measure of impact of an IO, AO, TC and LC, denoted by IO  , AO  , TC  and LC  , respectively are derived based on least squares method. Secondly, test statistics and test criteria are defined for classifying an observation as an outlier of its respective type. Finally, a general single outlier detection procedure is presented to distinguish a particular type of outlier at a time point t.http://ejournal.unisba.ac.id/index.php/statistika/article/view/934
collection DOAJ
language Indonesian
format Article
sources DOAJ
author Azami Zaharim
Mohammad Said Zainol
Ibrahim Mohamed
Mohd Sahar Yahaya
spellingShingle Azami Zaharim
Mohammad Said Zainol
Ibrahim Mohamed
Mohd Sahar Yahaya
Detection Procedure for A Single Outlier in a Bilinear Model 1azami Zaharim, 2mohammad Said Zainol, 3ibrahim
Statistika
author_facet Azami Zaharim
Mohammad Said Zainol
Ibrahim Mohamed
Mohd Sahar Yahaya
author_sort Azami Zaharim
title Detection Procedure for A Single Outlier in a Bilinear Model 1azami Zaharim, 2mohammad Said Zainol, 3ibrahim
title_short Detection Procedure for A Single Outlier in a Bilinear Model 1azami Zaharim, 2mohammad Said Zainol, 3ibrahim
title_full Detection Procedure for A Single Outlier in a Bilinear Model 1azami Zaharim, 2mohammad Said Zainol, 3ibrahim
title_fullStr Detection Procedure for A Single Outlier in a Bilinear Model 1azami Zaharim, 2mohammad Said Zainol, 3ibrahim
title_full_unstemmed Detection Procedure for A Single Outlier in a Bilinear Model 1azami Zaharim, 2mohammad Said Zainol, 3ibrahim
title_sort detection procedure for a single outlier in a bilinear model 1azami zaharim, 2mohammad said zainol, 3ibrahim
publisher Universitas Islam Bandung
series Statistika
issn 1411-5891
publishDate 2014-10-01
description A single outlier detection procedure for data generated from BL(1,1,1,1) models is developed. It is carried out in three stages. Firstly, the measure of impact of an IO, AO, TC and LC, denoted by IO  , AO  , TC  and LC  , respectively are derived based on least squares method. Secondly, test statistics and test criteria are defined for classifying an observation as an outlier of its respective type. Finally, a general single outlier detection procedure is presented to distinguish a particular type of outlier at a time point t.
url http://ejournal.unisba.ac.id/index.php/statistika/article/view/934
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AT ibrahimmohamed detectionprocedureforasingleoutlierinabilinearmodel1azamizaharim2mohammadsaidzainol3ibrahim
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