New Insights for Recursive Residuals

James Freeman; Christos H Skiadas

New Insights for Recursive Residuals

James Freeman, Christos H Skiadas (Editor)

MSM Decision Sciences

Research output: Chapter in Book/Conference proceeding › Conference contribution › peer-review

Abstract

The role of recursive residuals in the validation of linear models is well-recognised. Furthermore, their contribution to quality control and change point analysis has become increasingly valued. A new procedure for deriving recursive residuals - assuming data observations are time-ordered - is now presented and its theoretical efficacy established. Relevant results are illustrated across a number of real-life data applications.

Original language	English
Title of host publication	Proceedings of the SMTDA Conference
Editors	Christos H Skiadas
Place of Publication	Chania
Publisher	Stochastic Modeling Techniques and Data Analysis
Publication status	Published - Jun 2010
Event	Stochastic Modeling Techniques and Data Analysis International Conference - Chania, Crete, Greece Duration: 8 Jun 2010 → 11 Jun 2010

Conference

Conference	Stochastic Modeling Techniques and Data Analysis International Conference
City	Chania, Crete, Greece
Period	8/06/10 → 11/06/10

Keywords

Influence, Leverage, Outliers

Cite this

@inproceedings{489b200f6942403bb343cb6cbb244c88,

title = "New Insights for Recursive Residuals",

abstract = "The role of recursive residuals in the validation of linear models is well-recognised. Furthermore, their contribution to quality control and change point analysis has become increasingly valued. A new procedure for deriving recursive residuals - assuming data observations are time-ordered - is now presented and its theoretical efficacy established. Relevant results are illustrated across a number of real-life data applications.",

keywords = "Influence, Leverage, Outliers",

author = "James Freeman and Skiadas, {Christos H}",

year = "2010",

month = jun,

language = "English",

editor = "Skiadas, {Christos H}",

booktitle = "Proceedings of the SMTDA Conference",

publisher = "Stochastic Modeling Techniques and Data Analysis",

address = "Greece",

note = "Stochastic Modeling Techniques and Data Analysis International Conference ; Conference date: 08-06-2010 Through 11-06-2010",

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T1 - New Insights for Recursive Residuals

AU - Freeman, James

A2 - Skiadas, Christos H

PY - 2010/6

Y1 - 2010/6

N2 - The role of recursive residuals in the validation of linear models is well-recognised. Furthermore, their contribution to quality control and change point analysis has become increasingly valued. A new procedure for deriving recursive residuals - assuming data observations are time-ordered - is now presented and its theoretical efficacy established. Relevant results are illustrated across a number of real-life data applications.

AB - The role of recursive residuals in the validation of linear models is well-recognised. Furthermore, their contribution to quality control and change point analysis has become increasingly valued. A new procedure for deriving recursive residuals - assuming data observations are time-ordered - is now presented and its theoretical efficacy established. Relevant results are illustrated across a number of real-life data applications.

KW - Influence, Leverage, Outliers

M3 - Conference contribution

BT - Proceedings of the SMTDA Conference

PB - Stochastic Modeling Techniques and Data Analysis

CY - Chania

T2 - Stochastic Modeling Techniques and Data Analysis International Conference

Y2 - 8 June 2010 through 11 June 2010

ER -

New Insights for Recursive Residuals

Abstract

Conference

Keywords

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Cite this