Classical Method&Spectral Analysis Outlier Values

Abstract

In this paper , two method which deal with finding the optimal value for adaptive smoothing constant , are compared .This constant is used in adaptive Single Exponential Smoothing (ASES).The comparing is between a method uses time domain and another uses frequency domain when the data contain outlier value for autoregressive model of order one AR(1) , or Markov Model, when the time series are stationary and non stationary with deferent samples .