Intervention analysis is the application of modeling procedures for incorporating the effects of exogenous forces or interventions in time series analysis. These interventions like policy changes, strikes, floods and price changes cause unusual changes in time series resulting in unexpected, extraordinary observations known as outliers.

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Intervention Analysis in Time Series

  • Florance Matarise

摘要

Intervention analysis is the application of modeling procedures for incorporating the effects of exogenous forces or interventions in time series analysis. These interventions like policy changes, strikes, floods and price changes cause unusual changes in time series resulting in unexpected, extraordinary observations known as outliers.