The effect of methods of eliminating spikes in the time series of freight flows on their statistical characteristics

Authors

DOI:

https://doi.org/10.15587/1729-4061.2017.92528

Keywords:

freight flow, time series, statistical characteristics, abnormal spikes, trend, supply volume

Abstract

Types of the data aggregate spikes of the time series were analyzed taking as an example the incoming freight flows at the industrial enterprise. Effect of the method of correction of abnormal series levels on its quantitative characteristics and the trend component was established. The ranges of deviation from the mean value of actual data were determined. Decrease in dispersion for one-step correction up to 20 % and up to 99 % for iterative correction was determined. It was established that the degree of correlation of the time series levels weakly reacts to the method of correction of abnormal values. Methods of elimination of the trend and cyclic components by iterative correction of abnormal observations by means of different estimators were considered. As a result of partial robust processing of abnormal values, an updated time series was obtained/ This time series can be used further for modeling and predicting indicators studied for different systems. It was established that the remaining parts of the deterministic actual series accumulate in themselves about 75 % of dispersion of the actual series for one-step correction and 54 % for iterative correction. On average, 6 % of the actual series dispersion is the share of the trend for all methods of correction (except VOS and MO). 

Author Biographies

Sergey Gritsay, Zaporizhzhya national technical university Zhukovsky str., 64, Zaporizhzhia, Ukraine, 69093

Senior Lecturer

Department of Transport Technology

Alexandr Lashchenykh, Zaporizhzhya national technical university Zhukovsky str., 64, Zaporizhzhia, Ukraine, 69093

PhD, Associate Professor

Department of Transport Technology

Serhii Turpak, Zaporizhzhya national technical university Zhukovsky str., 64, Zaporizhzhia, Ukraine, 69093

Doctor of Technical Sciences, Associate Professor

Department of Transport Technology

 

Elena Ostroglyad, Zaporizhzhya national technical university Zhukovsky str., 64, Zaporizhzhia, Ukraine, 69093

Postgraduate student

Department of Transport Technology

Tamara Kharchenko, Zaporizhzhya national technical university Zhukovsky str., 64, Zaporizhzhia, Ukraine, 69093

Senior Lecturer

Department of Transport Technology

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Published

2017-02-27

How to Cite

Gritsay, S., Lashchenykh, A., Turpak, S., Ostroglyad, E., & Kharchenko, T. (2017). The effect of methods of eliminating spikes in the time series of freight flows on their statistical characteristics. Eastern-European Journal of Enterprise Technologies, 1(3 (85), 33–39. https://doi.org/10.15587/1729-4061.2017.92528

Issue

Section

Control processes

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