Tests for uncharacteristic changes in time series data and the effects of outliers on forecasts

Giziaki, Ernestini (1987) Tests for uncharacteristic changes in time series data and the effects of outliers on forecasts. Doctoral thesis, City of London Polytechnic.

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Abstract / Description

The thesis deals with some of the anomalies,that affect the predictive performance of univariate time series. This project should help to improve the forecasts made and should also assist those engaged in time series forecasting in real life situations in industry,government and elsewhere.

The problem of testing a set of data for outliers is not new in statistics,methods having been proposed for the general linear model. However, there are very few papers on testing time series data for outliers.

The greater part of the thesis is concerned with the effects of outliers on forecasts, statistical methods of detection of outliers and the comparison of these methods. Applications of these methods in real life situations are also considered.

A subsidiary part of the thesis is concerned with the shift in the level of the series type of anomaly. Very few papers are published. These papers are reviewed. Tests of detection of this type of anomaly are proposed.

The final section considers the contribution made, the findings of the work and areas for further research.

Item Type:	Thesis (Doctoral)
Additional Information:	uk.bl.ethos.377684
Uncontrolled Keywords:	Statistical forecasting methods; Time-series analysis
Subjects:	500 Natural Sciences and Mathematics > 510 Mathematics
Department:	School of Computing and Digital Media
Depositing User:	Mary Burslem
Date Deposited:	18 Sep 2018 09:54
Last Modified:	18 Sep 2018 09:54
URI:	https://repository.londonmet.ac.uk/id/eprint/3115

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