Wavelet-Based Detection of Outliers in Time Series
Wavelet-Based Detection of Outliers in Time Series
复制标题
基于小波的时间序列异常值检测
DOI：
10.1198/106186002760180536
复制
发表时间：
2002
影响因子：
2.4
通讯作者：
S. Huzurbazar
中科院分区：
文献类型：
--
作者：
C. Bilen;S. Huzurbazar
This article considers the problem of detecting outliers in time series data and proposes a general detection method based on wavelets. Unlike other detection procedures found in the literature, our method does not require that a model be specified for the data. Also, use of our method is not restricted to data generated from ARIMA processes. The effectiveness of the proposed method is compared with existing outlier detection procedures. Comparisons based on various models, sample sizes, and parameter values illustrate the effectiveness of the proposed method.
