Anàlisi d'intervenció en sèries temporals: la metodologia de Chen i Liu

Abstract

[en] Explanation of the methodology of C. Chen and L.M. Liu for the detection of outliers in time series and application of intervention analysis. Additionally, it includes a prior description of the G.E.P. Box and G. Jenkins methodology for time series analysis with the definition of the four stages it consists of: identification, estimation, validation and prediction. Finally, two examples of the application of these procedures in real time series carried out with the R program are presented.