At present,outlier mining attach great importance on time series fields.In this paper,based on ARMA models with AO outlier,first introduce likelihood ratio mini ng methods,then in the view of Bayesian,we propose Gibbs...At present,outlier mining attach great importance on time series fields.In this paper,based on ARMA models with AO outlier,first introduce likelihood ratio mini ng methods,then in the view of Bayesian,we propose Gibbs sampling methods to min e outlier and the simulation is done in computer to compare the mining validity.展开更多
文摘At present,outlier mining attach great importance on time series fields.In this paper,based on ARMA models with AO outlier,first introduce likelihood ratio mini ng methods,then in the view of Bayesian,we propose Gibbs sampling methods to min e outlier and the simulation is done in computer to compare the mining validity.
