This paper proposes a procedure to detect patches of outliers in an autoregressive process. The procedure is an improvement over the existing detection methods via Gibbs sampling. We show that the ...

Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 60, No. 2 (1998), pp. 295-310 (16 pages) A method for robust estimation and multiple outlier detection in time series ...

Within the finance industry, detecting rare events — or anomalies — in data is key to solving business problems that can have high monetary costs such as financial crimes detection and risk modeling.

With increasing focus on quality and reliability across all segments beyond just automotive, medical and mil-aero, it is more critical than ever for companies to leverage every byte of test data at ...