Distinguishing Outlier Types in Time Series
区分时间序列中的异常值类型
SUMMARY Distinguishing an outlier in a time series arising through measurement error from one arising through a perturbation of the underlying system can be of use in data validation. In this paper a method of testing for the presence of an outlier of unknown type is proposed. Then the properties of a rule based on the likelihood ratio which attempts to distinguish the two types of outlier are examined and compared with those of the corresponding Bayes rules. An example…