TY - JOUR AU - Venturini, Andrea PY - 2011/01/01 Y2 - 2024/03/28 TI - Time series outlier detection: a new non parametric methodology (washer) JF - Statistica JA - Stat VL - 71 IS - 3 SE - Articles DO - 10.6092/issn.1973-2201/3617 UR - https://rivista-statistica.unibo.it/article/view/3617 SP - 329-344 AB - The production and exploitation of statistical data for a large amount of high frequency time series must allow a timely use of data ensuring a minimum quality standard. This work provides a new outlier detection methodology (washer): efficient for timesaving elaboration and implementation procedures, adaptable for general assumptions and for needing very short time series, reliable and effective as involving robust non parametric test. Some simulations, a case study and a ready-to-use R-language function (washer.AV()) conclude the work. ER -