Dealing with Outliers in ARMA Time Series Analysis Using Hampel Filter and Wavelet Analysis
Outliers affect the accuracy of the estimated parameters of ARMA time series models which can be handled by the Hampel filter. In this article, wavelet shrinkage is proposed to handle outliers of ARMA models by using wavelet (Daubechies for order 4, Symlets for order 1, and Dmey) with a universal th...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Mosul University
2025-06-01
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| Series: | Al-Rafidain Journal of Computer Sciences and Mathematics |
| Subjects: | |
| Online Access: | https://csmj.uomosul.edu.iq/article_187528_69041554815d8731011ada81c931dc9b.pdf |
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