Wavelet Based Outlier Correction for Power Controlled Turning Point Detection in Surveillance Systems
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Other versions of this item:
- Li, Yushu, 2013. "Wavelet based outlier correction for power controlled turning point detection in surveillance systems," Economic Modelling, Elsevier, vol. 30(C), pages 317-321.
- Li, Yushu, 2012. "Wavelet Based Outlier Correction for Power Controlled Turning Point Detection in Surveillance Systems," Working Papers 2012:12, Lund University, Department of Economics.
References listed on IDEAS
- E. Andersson & D. Bock & M. Frisen, 2006. "Some statistical aspects of methods for detection of turning points in business cycles," Journal of Applied Statistics, Taylor & Francis Journals, vol. 33(3), pages 257-278.
- E. Andersson, 2002. "Monitoring cyclical processes. A non-parametric approach," Journal of Applied Statistics, Taylor & Francis Journals, vol. 29(7), pages 973-990.
- Ling, Shiqing & Li, W.K., 2003. "Asymptotic Inference For Unit Root Processes With Garch(1,1) Errors," Econometric Theory, Cambridge University Press, vol. 19(4), pages 541-564, August.
- David Bock & Eva Andersson & Marianne Frisén, 2005. "Statistical surveillance of cyclical processes with application to turns in business cycles," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 24(7), pages 465-490.
- Veiga, Helena & Grané, Aurea, 2009. "Wavelet-based detection of outliers in volatility models," DES - Working Papers. Statistics and Econometrics. WS ws090403, Universidad Carlos III de Madrid. Departamento de Estadística.
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- Bjørn Gunnar Hansen & Yushu Li, 2017. "An Analysis of Past World Market Prices of Feed and Milk and Predictions for the Future," Agribusiness, John Wiley & Sons, Ltd., vol. 33(2), pages 175-193, April.
More about this item
KeywordsUnimodel; Turning point; Statistical surveillance; Outlier; Wavelet multiresolution; Threshold.;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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