An investigation of Andrews' plots to detect period and outliers in time series data

Paul Embrechts; Agnes M. Herzberg; Allen C.K. Ng

doi:10.1080/03610918608812559

An investigation of Andrews' plots to detect period and outliers in time series data

Paul Embrechts, Agnes M. Herzberg, Allen C.K. Ng

Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

11 Citations (Scopus)

Abstract

Andrews (1972) introduced a method of plotting high-dimensional data in two dimensions. This method is exploited as a graphical technique for the detection of the period and outliers in time series data. Some examples are given. © 1986, Taylor & Francis Group, LLC. All rights reserved.

Original language	English
Pages (from-to)	1027-1051
Journal	Communications in Statistics - Simulation and Computation
Volume	15
Issue number	4
DOIs	https://doi.org/10.1080/03610918608812559
Publication status	Published - 1 Jan 1986
Externally published	Yes

Research Keywords

Andrews' plots
exploratory analysis
graphical techniques
outliers
period
time series

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10.1080/03610918608812559

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title = "An investigation of Andrews' plots to detect period and outliers in time series data",

abstract = "Andrews (1972) introduced a method of plotting high-dimensional data in two dimensions. This method is exploited as a graphical technique for the detection of the period and outliers in time series data. Some examples are given. {\textcopyright} 1986, Taylor & Francis Group, LLC. All rights reserved.",

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author = "Paul Embrechts and Herzberg, {Agnes M.} and Ng, {Allen C.K.}",

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AU - Herzberg, Agnes M.

AU - Ng, Allen C.K.

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Y1 - 1986/1/1

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AB - Andrews (1972) introduced a method of plotting high-dimensional data in two dimensions. This method is exploited as a graphical technique for the detection of the period and outliers in time series data. Some examples are given. © 1986, Taylor & Francis Group, LLC. All rights reserved.

KW - Andrews' plots

KW - exploratory analysis

KW - graphical techniques

KW - outliers

KW - period

KW - time series

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DO - 10.1080/03610918608812559

M3 - RGC 21 - Publication in refereed journal

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JO - Communications in Statistics - Simulation and Computation

JF - Communications in Statistics - Simulation and Computation

IS - 4

ER -

An investigation of Andrews' plots to detect period and outliers in time series data

Abstract

Research Keywords

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