Issues concerning disturbance
In practice, a time series can always confronted with a unexpected disturbance.
No model Situation
How can we recognize the disturbance and solve it properly. (considering its influence to our modeling)
Given Model
(test: 中文可以写吗) 当我们的模型给定的时候,当时间序列走势与模型预测不相符时,如何识别这种不相符的成因(是由于不可解释的随机扰动导致的还是由特定扰动导致的。ps. 例如91年美国发动伊拉克战争导致石油价格出现异常波动)以及如何处理这种异常。