Mohit Yadav in Abbreviation
AO full form and What is AO? Full form of AO and its meaning in text. Tell me the information on the abbreviation AO. For what AO is stands for, abbreviation or definitions and full name.

1 Answer

0 votes
Mohit Yadav

The Full form of AO is Additive Outliers, or AO stands for Additive Outliers, or the full name of given abbreviation is Additive Outliers.

AO (Additive Outliers)

Additive Outliers is known as AO, This study is about outlier detection in time series data. The main objective is to derive and to test statistics for detecting additive outlier (AO) and innovative outlier (IO) in GARCH processes and subsequently to develop a procedure for testing the presence of outliers using the statistics.

A test statistic has been derived for each type of outlier. In the derivation of the statistics, the method applied was to derive outlier detection statistics for GARCH by taking the analogy of GARCH as being equivalent to ARMA for the being the residual series). Because of the difficulty in determining the exact sampling distributions of the outlier detecting statistics, critical regions were estimated through simulations.

The performance of the outlier detection was evaluated based on the outlier test criteria and the outlier detection procedure, using simulations. Results on the power of correctly detecting the outlier using the outlier test criteria and the power of correctly identifying the type of outlier, given that the location is correctly detected were reported.

This was done for each type of outlier, individually. In this study the developed outlier detection procedure was applied for testing the presence of the two outlier types in the daily observations of the Kuala Lumpur Composite Index (KLCI). An outlier was found to be present in year 1998 which corresponded to the economic downturn of the 1997-1998 periods.

Category

Follow Us

Stay updated via social channels

Twitter Instagram Pinterest LinkedIn Instagram
...