At present,outlier mining attach great importance on time series *** 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 sampl...
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At present,outlier mining attach great importance on time series *** 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.
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