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Modelling Outliers and Missing Values in traffic Count Data Using the ARIMA Model.

Redfern, E.J., Watson, S.M., Clark, S.D., Tight, M.R. and Payne, G.A. (1993) Modelling Outliers and Missing Values in traffic Count Data Using the ARIMA Model. Working Paper. Institute of Transport Studies, University of Leeds , Leeds, UK.

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Abstract

This paper considers the application of the methodology to traffic count time series in which both missing values and outliers are present. Intervention analysis and detection using large residuals are shown to he reasonably effective but possible problems that result from non- stationarity in the data are identified. It is shown that despite considerable variabilty in the types of series the model selected from the ARIMA family is surprisingly homogeneous.

Item Type: Monograph (Working Paper)
Copyright, Publisher and Additional Information: Copyright of the Institute of Transport Studies, University Of Leeds
Academic Units: The University of Leeds > Faculty of Environment (Leeds) > Institute for Transport Studies (Leeds)
Depositing User: Adrian May
Date Deposited: 18 May 2007
Last Modified: 08 Feb 2013 17:03
Published Version: http://www.its.leeds.ac.uk/
Status: Published
Publisher: Institute of Transport Studies, University of Leeds
Identification Number: Working Paper 395
URI: http://eprints.whiterose.ac.uk/id/eprint/2180

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