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Monitoring and adjusting forecasts in the presence of additive outliers

✍ Scribed by Steven Hillmer

Publisher
John Wiley and Sons
Year
1984
Tongue
English
Weight
555 KB
Volume
3
Category
Article
ISSN
0277-6693

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✦ Synopsis

The effect of an additive outlier upon the accuracy of forecasts derived from extrapolative methods is investigated. It is demonstrated that an outlier affects not only the accuracy of the forecasts at the time of occurrence but also subsequent forecasts. Methods to adjust for additive outliers are discussed. The results of the paper are illustrated with two examples.

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