两种时间序列孤立点挖掘方法的比较
2005-01-15分类号:F224
【部门】国家统计局统计科学研究所空间统计研究室 东南大学 江苏教育学院数学系系
【摘要】At present,outlier mining attach great importance on time series fields.In this paper,based on ARMA models with AO outlier,first introduce likelihood ratio mini ng methods,then in the view of Bayesian,we propose Gibbs sampling methods to min e outlier and the simulation is done in computer to compare the mining validity.
【关键词】孤立点 贝叶斯方法 似然比 Gibbs抽样
【基金】
【所属期刊栏目】统计研究
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