A drawback of robust statistical techniques is the increased computational effort often needed compared to non robust methods. Robust estimators possessing the exact fit property, for example, are NP-hard to compute. This means thatunder the widely believed assumption that the computational...

In this paper, a robustness of Vector Auto-Regressive (VAR) models parameter will be estimated by using genetic algorithm (GA) on outliers detection. Least Square (LS) estimator has been adopted in GA term to estimate a robust parameters of the VAR models were represented by chromosomes in GA's...