Search Results - subject:"winsorizing"

Wicker, Till - 2025

Persistent link: https://www.econbiz.de/10015406580

An outliers detection and elimination framework in classification task of data mining

Dash, Ch. Sanjeev Kumar; Behera, Ajit Kumar; Dehuri, … - In: Decision analytics journal 6 (2023), pp. 1-8

statistical approach termed Inter-Quartile Range (IQR) is used to detect outliers in data and deal with them by Winsorizing method …

Persistent link: https://www.econbiz.de/10014505859

Robust time series models with trend and seasonal components

Caivano, Michele; Harvey, Andrew; Luati, Alessandra - In: SERIEs - Journal of the Spanish Economic Association 7 (2016) 1, pp. 99-120

form of Winsorizing in the case of EGB2. We show how a model with trend and seasonal components can be used as the basis …

Persistent link: https://www.econbiz.de/10011650315

Robust time series models with trend and seasonal components

Caivano, Michele; Harvey, Andrew C.; Luati, Alessandra - In: SERIEs : Journal of the Spanish Economic Association 7 (2016) 1, pp. 99-120

form of Winsorizing in the case of EGB2. We show how a model with trend and seasonal components can be used as the basis …

Persistent link: https://www.econbiz.de/10011458780

Time series models with an EGB2 conditional distribution

Caivano, Michele; Harvey, Andrew - Banca d'Italia - 2014

A time series model in which the signal is buried in non-Gaussian noise may throw up observations that are outliers when judged by the Gaussian yardstick. We describe an observation-driven model, based on an exponential generalized beta distribution of the second kind (EGB2), in which the signal...

Persistent link: https://www.econbiz.de/10011099629

Time series models with an EGB2 conditional distribution

Caivano, M.; Harvey, A. - Faculty of Economics, University of Cambridge - 2013

A time series model in which the signal is buried in noise that is non-Gaussian may throw up observations that, when judged by the Gaussian yardstick, are outliers. We describe an observation driven model, based on an exponential generalized beta distribution of the second kind (EGB2), in which...

Persistent link: https://www.econbiz.de/10010700221

Iatrogenic Specification Error : A Cautionary Tale of Cleaning Data

Bollinger, Christopher R.; Chandra, Amitabh - 2004

often the justification for removing (trimming) or recoding (winsorizing) observations whose values lie outside a specified … winsorizing and trimming are only solutions for a narrow class of measurement error processes. Indeed, for the measurement error … results from the Census PUMS data and 2001 CPS data demonstrate the fragility of trimming and winsorizing as solutions to …

Persistent link: https://www.econbiz.de/10010261852