A Robust Data-Driven Method for Multiseasonality and Heteroscedasticity in Time Series Preprocessing

<div>The left one shows DOW-FLH residuals of time series data without and with abnormal data and the right one shows overall residual density for the entire dataset. DOW-FLH successfully suppressed heteroscedasticity for normal data.</div>

Wireless Communications and Mobile Computing

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Figure 8

Figure 8: A Robust Data-Driven Method for Multiseasonality and Heteroscedasticity in Time Series Preprocessing 