An Example of the Use of Andrews' Plots to Detect Time Variations in Model Parameters and Outlying Observations.

Abstract

Andrews (1972) introduced a method of plotting high-dimensional data in two dimensions. In his method, Andrews represents each multidimensional point by a Fourier function. The clustering of plots of these functions is equivalaent to the clustering of the multidimensional points. Andrews method is exploited as a graphical tool for exploratory data analysis for the examination of changes over time in the parameters of a time series model. An example using the total Canadian unemployment figures from 1956-1975 is used to illustrate the method. These data have four spurious (outlying) observations and it is shown how these may be detected by the use of Andrews' plots.

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Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1981
Accession Number
ADA103852

Entities

People

  • Agnes M. Herzberg

Organizations

  • University of Wisconsin–Madison

Tags

DTIC Thesaurus Topics

  • Birds
  • Clustering
  • Computer Graphics
  • Contracts
  • Data Analysis
  • Graphics
  • Mathematics
  • Military Research
  • Observation
  • Probability
  • Time Series Analysis
  • Unemployment
  • United States
  • Universities
  • Wisconsin

Readers

  • Calculus or Mathematical Analysis
  • Coastal and Marine Engineering/Sediment Transport/Hydraulic Engineering
  • Neural Network Machine Learning.