Detecting Over-Influential Observations in Time Series
本文开发了一种工具，用于识别时间序列中在时域上具有过度影响的观测值，提出了自相关函数的影响度量及判定阈值，并给出了应用示例。
The purpose of this paper is to develop a tool for identifying over-influential observations in time series when they are viewed in the time domain. We present a method for obtaining various measures of influence for the autocorrelation function, as well as thresholds for declaring an observation over-influential. An example of the use of these thresholds is also presented.