
학술저널
시계열 자료의 이상값 검출과 평활 방법
Identification of outliers and adjustment in time series data
- 김상익(Sang Ik Kim)
- 건국대학교 경제경영연구소
- 상경연구
- 제27권 제2호
- 2002.11
- 63 - 75 (13 pages)
It is well known fact that outliers should be identified and we adjust the effects of outliers for time series data to be analyzed properly. In this paper, a simple effective method to detect and adjust outliers is developed by using the distance measure between two data points. Moreover we develope a computer program of the proposed method developed by S-plus. And some ways of application for the suggested method are also discussed by analyzing a real empirical time series data.
Ⅰ. 서론
Ⅱ. 이상값 발생 여부에 대한 판단방법
Ⅲ. 이상값 발생시점의 식별과 평활방법
Ⅳ. 사례분석 및 프로그램 사용법
Ⅴ. 결론
참고문헌
Abstract