Timeline for Outliers spotting in time series analysis, should I pre-process data or not?
Current License: CC BY-SA 3.0
4 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Mar 7, 2012 at 9:17 | vote | accept | Bruder | ||
| Feb 18, 2012 at 7:14 | comment | added | Rob Hyndman | Rather than complicate things with two separate decompositions, I would reduce the t.window to allow a more sudden change if you think the default value is smoothing it out. | |
| Feb 17, 2012 at 13:05 | comment | added | Bruder | Rob - thank you for adressing my problems so specifically, your answer was very clear. Just out of curiosity, how would you reply to what Michelle suggested regarding the possibility of a structural break before and after 2009? Do you think the approach suggested (i.e. breaking the serie in two and running two separate stl decompositions) is viable? | |
| Feb 17, 2012 at 11:53 | history | answered | Rob Hyndman | CC BY-SA 3.0 |