The ARMAOutlierIdentification type exposes the following members.
Methods
Name | Description | |
---|---|---|
![]() | Compute |
Detects and determines outliers and simultaneously estimates the model
parameters for the given time series.
|
![]() | ComputeForecasts |
Computes forecasts, associated probability limits and ![]() |
![]() | Equals | (Inherited from Object.) |
![]() | Finalize |
Allows an Object to attempt to free resources and perform other cleanup operations before the Object is reclaimed by garbage collection.
(Inherited from Object.) |
![]() | GetAR |
Returns the final autoregressive parameter estimates.
|
![]() | GetDeviations |
Returns the deviations used for calculating the
forecast confidence limits.
|
![]() | GetForecast |
Returns forecasts for the original outlier contaminated series.
|
![]() | GetHashCode |
Serves as a hash function for a particular type.
(Inherited from Object.) |
![]() | GetMA |
Returns the final moving average parameter estimates.
|
![]() | GetOmegaWeights |
Returns the ![]() |
![]() | GetOutlierFreeForecast |
Returns forecasts for the outlier free series.
|
![]() | GetOutlierFreeSeries |
Returns the outlier free series.
|
![]() | GetOutlierStatistics |
Returns the outlier statistics.
|
![]() | GetPsiWeights |
Returns the ![]() |
![]() | GetResidual |
Returns the residuals.
|
![]() | GetTauStatistics |
Returns the t value for each detected outlier.
|
![]() | GetType |
Gets the Type of the current instance.
(Inherited from Object.) |
![]() | MemberwiseClone |
Creates a shallow copy of the current Object.
(Inherited from Object.) |
![]() | ToString | (Inherited from Object.) |