General Letters in Mathematics

Volume 13 - Issue 2 (2) | PP: 36 - 48 Language : English
DOI : https://doi.org/10.31559/glm2023.13.2.2
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Detection of Outlier in Time Series with Application to Dohuk Dam Using the SCA Statistical System

Shelan Saied Ismaeel ,
Kurdistan M.Taher Omar ,
Sameera Abdulsalam Othman
Received Date Revised Date Accepted Date Publication Date
5/2/2023 21/3/2023 27/5/2023 2/8/2023
Abstract
Outliers are data points or observations that stand out significantly from the rest of the group in terms of size or frequency. They are also referred to as "abnormal data". Before fitting a forecasting model, outliers are often eliminated from the data set, or if not removed, the forecasting model is altered to account for the presence of outliers. The first scenario covered in the study is the detection of outliers when the parameters have been established. Second, where there are unidentified parameters. This article mentions a number of causes for outlier correction and detection in time series analysis and forecasting. For the objective of the study, a time series of the volume of water entering the Dohuk dam reservoir in Dohuk city was used. The study arrived at the following conclusions after conducting their research: first, whenever the critical value increased, the value of residual standard error (with outlier adjustment) increased. Second, the quantity of outlier values dropped each time the critical value was raised. Third, forecasts with outlier correction perform better than forecasts without outlier adjustment when outliers are present.


How To Cite This Article
Ismaeel , S. S.Omar , K. M. & Othman , S. A. (2023). Detection of Outlier in Time Series with Application to Dohuk Dam Using the SCA Statistical System. General Letters in Mathematics, 13 (2), 36-48, 10.31559/glm2023.13.2.2

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