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Journals / Doğuş Üniversitesi Dergisi / 2008 / Cilt: 9 - Sayı: 2

The Relationship of Aberrant Observation and Structural Break Point: Determination With Bayesian Autoregressive Process

Sapan Gözlem ile Yapısal Kırılma Noktası İlişkisi ve Bunun Bayesyen Otoregresif Süreçle Tespiti

OYA EKİCİ
ÖZLEM YORULMAZ
Pages
146–157
DOI
—
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AI Summary & Key Takeaways

AI Insight
⚡ TL;DR(Too Long; Didn't Read)

In this extent, the ability of finding Level Shift with Bayesian Autoregressive process is also demonstrated on real data.

📌 3 Key Takeaways

🎯
Objective & Hypothesis:In time series, structural break point can be considered as Level Shift, one type of aberrant observation.
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Key Findings & Data:Types of aberrant observations, especially Level Shift, and Bayesian autoregressive process are mentioned in the study.
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Conclusion & Impact:In this extent, the ability of finding Level Shift with Bayesian Autoregressive process is also demonstrated on real data.
🔬Design:Research Article
📍Scope:Comprehensive Sample
⚙️Variables:Domain Parameters

Abstract

In time series, structural break point can be considered as Level Shift, one type of aberrant observation. Types of aberrant observations, especially Level Shift, and Bayesian autoregressive process are mentioned in the study. In this extent, the ability of finding Level Shift with Bayesian Autoregressive process is also demonstrated on real data.

Özet

Yapısal kırılma noktası, zaman serilerinde sapan gözlem türlerinden biri olan seviye kayması (Level Shift) olarak düşünülebilir. Çalışmada sapan gözlem türlerinden özellikle seviye kayması ve Bayesyen otoregresif sürece kısaca değinilmiştir. Bu kapsamda seviye kaymasının Bayesyen otoregresif süreçle de bulunabildiği bir seri üzerinde gösterilmiştir.

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Cite This Article

EKİCİ, O., YORULMAZ, Ö. (2008). The Relationship of Aberrant Observation and Structural Break Point: Determination With Bayesian Autoregressive Process. Doğuş Üniversitesi Dergisi, Cilt: 9 - Sayı: 2, 146–157. https://ajindex.com/articles/128809

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