Robust regression and outlier detection
Robust regression and outlier detection
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The least squares method has been widely used in time series forecasting and outlier detection. However, the method is not very efficient in identifying outliers because it suffers the masking effect. The aim of this study is to overcome the masking effect by implementing the robust least median squares method in outlier detection. To illustrate, we identified the possible outliers from sixty-one readings of the daily rainfall recorded at Kajang JPS telemetric station. The outliers are then categorized into innovational outlier and additive outlier. Results based on both techniques were compared and it is found that the least median squares method effectively unmasked the effect of outliers as compared to the least squares method.