An investigation of Andrews' plots to detect period and outliers in time series data
Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Author(s)
Detail(s)
Original language | English |
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Pages (from-to) | 1027-1051 |
Journal / Publication | Communications in Statistics - Simulation and Computation |
Volume | 15 |
Issue number | 4 |
Publication status | Published - 1 Jan 1986 |
Externally published | Yes |
Link(s)
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.
Research Area(s)
- Andrews' plots, exploratory analysis, graphical techniques, outliers, period, time series
Citation Format(s)
An investigation of Andrews' plots to detect period and outliers in time series data. / Embrechts, Paul; Herzberg, Agnes M.; Ng, Allen C.K.
In: Communications in Statistics - Simulation and Computation, Vol. 15, No. 4, 01.01.1986, p. 1027-1051.
In: Communications in Statistics - Simulation and Computation, Vol. 15, No. 4, 01.01.1986, p. 1027-1051.
Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review