Chapter 4: Dealing with Time-Series Outliers
Ronald K. Pearson · Society for Industrial and Applied Mathematics eBooks · 2020
The primary distinguishing characteristic of time-series data is that serial correlation plays an essential role. This crucial data characteristic has several important consequences for the problems of defining and dealing with time-series outliers. Three specific differences between time-series outliers and the univariate outliers discussed in Chapter 2 are as follows: