How to Assist an Inexperienced User in the Preliminary Analysis of Time Series: First Version of the Estes Expert System
Paula Hietala · COMPSTAT · 1986
In this paper we describe the first version of a statistical expert system, called ESTES (Expert System for TimE Series), intended to assist in the preliminary analysis of time series. The ESTES system provides guidance for an inexperienced time series analyst in detecting the following essential properties of time series: trend, seasonality, level shifts and outliers. The system can utilize user’s own knowledge of the time series being considered and can also give instructions to the user if he doesn’t know or is not sure what is good way of dealing with that particular time series.