The effect of methods of eliminating spikes in the time series of freight flows on their statistical characteristics
DOI:
https://doi.org/10.15587/1729-4061.2017.92528Keywords:
freight flow, time series, statistical characteristics, abnormal spikes, trend, supply volumeAbstract
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).
References
- Buchackaja, V. V. (2013). Obrabotka anomal'nyh znachenij urovnej vremennogo rjada kak jetap kompleksnoj ocenki informacii v podsisteme prognozirovanija dlja situacionnogo centra. Vestnik Adygejskogo gosudarstvennogo universiteta, 3 (122), 98–102.
- Kuzovlev, V. I., Orlov, A. O. (2012). Metod vyjavlenija anomalij v ishodnyh dannyh pri postroenii prognoznoj modeli reshajushhego dereva v sistemah podderzhki prinjatija reshenij. Nauka i obrazovanie: MGTU im. N. Je. Baumana, 9, 209–218.
- Churakova, I. Ju. (2010). Napravlenija ispol'zovanija metodik vyjavlenija anomal'nyh nabljudenij pri reshenii zadach operacionnogo menedzhmenta. Nauchnyj doklad No. 13 (R). Sankt-Peterburg: VShM SPbGU.
- Gubanov, V. A. (2014). Analiz vozdejstvija vybrosov na rezul'tat sezonnoj korrektirovki vremennyh rjadov. Nauchnye trudy: Institut narodnohozjajstvennogo prognozirovanija RAN, 2, 210–220.
- Gubanov, V. I., Koval'dzhi, A. K. (2001). Vydelenie sezonnyh kolebanij na osnove variacionnyh principov. EMM, 37 (1), 91–102.
- Dror, S. (2010). A methodology for realignment of quality cost elements. Journal of Modelling in Management, 5 (2), 142–157. doi: 10.1108/17465661011060998
- Burke, S. (1998). Missing values, Outliers, Robust Statistics and Non Parametric methods. VAM Bulletin, 19, 22–27.
- McDonald, B. A. (2002). Teaching Note on Cook’s Distance – A Guideline. Res. Lett. Inf. Math. Sci., 3, 127–128.
- Muller, K. E., Mok, M. C. (1977). The distribution of cook's d statistic. Communications in Statistics – Theory and Methods, 26 (3), 525–546. doi: 10.1080/03610927708831932
- Penny, K. I. (1996). Appropriate Critical Values When Testing for a Single Multivariate Outlier by Using the Mahalanobis Distance. Applied Statistics, 45 (1), 73. doi: 10.2307/2986224
- Rawlings, J. O., Pentula, S. G., Dickey, D. A. (Eds.) (1998). Applied regression analysis: A research tool. New York: Springer, 659. doi: 10.1007/b98890
- Cohen, J., Cohen, P., West, S. G., Aiken, L. S. (2002). Applied multiple regression/correlation analysis for the behavioral sciences. Mahwah, New Jersey, London: Lawrence Erlbaum Associates, 736. doi: 10.4324/9780203774441
- Ershov, A. A. (1978). Stabil'nye metody ocenki parametrov. Avtomatika i telemehanika, 8, 66–100.
- Marchuk, V. I., Tokareva, S. V. (2009). Sposoby obnaruzhenija anomal'nyh znachenij pri analize nestacionarnyh sluchajnyh processov. Shahty: JuRGUJeS, 209.
- Turpak, S. M. (2015). Intelligent control system of railway transport at metallurgical plants. Teka. Commission of motorization and energetics in agriculture, 15 (4), 53–60.
- Turpak, S., Gritcay, S., Ostrohlyad, E. (2016). Logistics of raw materials supply for the ferroalloy industry. Metallurgical and Mining Industry, 10, 16–23.
- Lashenyh, A., Turpak, S., Gritcay, S., Vasileva, L., Ostrohlyad, E. (2016). Development of mathematical models for planning the duration of shunting operations. Eastern-European Journal of Enterprise Technologies, 5 (3 (83)), 40–46. doi: 10.15587/1729-4061.2016.80752
Downloads
Published
How to Cite
Issue
Section
License
Copyright (c) 2017 Sergey Gritcay, Alexandr Lashenyh, Serhii Turpak, Elena Ostroglyad, Tamara Kharchenko
This work is licensed under a Creative Commons Attribution 4.0 International License.
The consolidation and conditions for the transfer of copyright (identification of authorship) is carried out in the License Agreement. In particular, the authors reserve the right to the authorship of their manuscript and transfer the first publication of this work to the journal under the terms of the Creative Commons CC BY license. At the same time, they have the right to conclude on their own additional agreements concerning the non-exclusive distribution of the work in the form in which it was published by this journal, but provided that the link to the first publication of the article in this journal is preserved.
A license agreement is a document in which the author warrants that he/she owns all copyright for the work (manuscript, article, etc.).
The authors, signing the License Agreement with TECHNOLOGY CENTER PC, have all rights to the further use of their work, provided that they link to our edition in which the work was published.
According to the terms of the License Agreement, the Publisher TECHNOLOGY CENTER PC does not take away your copyrights and receives permission from the authors to use and dissemination of the publication through the world's scientific resources (own electronic resources, scientometric databases, repositories, libraries, etc.).
In the absence of a signed License Agreement or in the absence of this agreement of identifiers allowing to identify the identity of the author, the editors have no right to work with the manuscript.
It is important to remember that there is another type of agreement between authors and publishers – when copyright is transferred from the authors to the publisher. In this case, the authors lose ownership of their work and may not use it in any way.
