Cross-Sectional Analysis of Impulse Indicator Saturation Method for Outlier Detection Estimated via Regularization Techniques with Application of COVID-19 Data
Abstract:Impulse indicator saturation is a popular method for outlier detection in time series modeling, which outperforms the least trimmed squares (LTS), M-estimator, and MM-estimator. However, using the IIS method for outlier detection in cross-sectional analysis has remained unexplored. In this paper, we probe the feasibility of the IIS method for cross-sectional data. Meanwhile, we are interested in forecasting performance and covariate selection in the presence of outliers. IIS method uses Autometrics techniques … Show more
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