Showing 1 - 10 of 27
Für produzierende Unternehmen wird es zunehmend wichtig, auch die operativen Risiken besser zu bewerten. Daher werden Methoden benötigt, mit denen diese Risiken identifiziert und bewertet werden können. Im Rahmen der vorliegenden Arbeit wurden entsprechende Methoden entwickelt. Dabei geht es...
Persistent link: https://www.econbiz.de/10009467405
Time series monitoring methods, such as the Brown and Trigg methods, have the purpose of detecting pattern breaks (or “signals”) in time series data reliably and in a timely fashion. Traditionally, researchers have used the average run length statistic (ARL) on results from generated signal...
Persistent link: https://www.econbiz.de/10009441237
access to European markets, and the presence of many outliers due to different reasons. These factors must be considered in …
Persistent link: https://www.econbiz.de/10009444101
. However, these sample statistics are notoriously susceptible to contamination by outliers, a problem compounded by the fact … that the outliers may be invisible to conventional diagnostics. High-breakdown estimation is a procedure designed to remove … this cause for concern by producing estimates that are immune to serious distortion by a minority of outliers, regardless …
Persistent link: https://www.econbiz.de/10009448000
This paper examines the impact that a currency target zone has on short-term interest rates. For a number of countries in the European Monetary System, we characterize the short rate using a regime-switching model that allows fbr a differently parameterized mean-reverting square-root process in...
Persistent link: https://www.econbiz.de/10009448628
moderate outlier, an extreme outlier, or both a moderate and extreme outlier. Students who saw any of the outliers expected to …
Persistent link: https://www.econbiz.de/10009450239
. Secondly, we derive a new method DOUW (detecting outliers using weights) which may be used to fit logistic regression models … robustly and for the detection of outliers.In the first problem, the focus is on a measure which may be used to study the … problem, the focus is on providing a robust logistic regression fit andthe identification of outliers. It is well-known that …
Persistent link: https://www.econbiz.de/10009455950
outliers and influential observations. A variety of diagnostic methods are employed to identify these influential observations … methods utilised proved incapable of identifying or accommodating the gross outlier(s) in the data, the more successful …
Persistent link: https://www.econbiz.de/10009476844
Rule-Based Forecasting (RBF) is an expert system that uses judgment to develop and apply rules for combining extrapolations. The judgment comes from two sources, forecasting expertise and domain knowledge. Forecasting expertise is based on more than a half century of research. Domain knowledge...
Persistent link: https://www.econbiz.de/10009484509
, overall caseload acuity profiles, case length, and acuity differentials. Normal distributions and outliers were analyzed and …
Persistent link: https://www.econbiz.de/10009466078