问题
What are the steps needed to detect outliers in business sales data (which means there might be trends and seasonality) in R?
I have learnt about ACF, PACF, residual, ARIMA model (basically, time series analysis and modelling). Can I use this knowledge to help me identify outliers?
Is it also possible to ask R to pinpoint which point of data is outlier?
Thank you very much.
回答1:
You may have a look at the following packages available in R.
The R package forecast uses loess decomposition of time series to identify and replace outliers.
The R package tsoutliers implements the Chen and Liu procedure for detection of outliers in time series. A description of the procedure and the implementation is given in the documentation attached to the package. You may also see this post.
来源：https://stackoverflow.com/questions/24750819/outlier-detection-of-time-series-data-in-r