Robust Most Significant Periods of Developments In Time Dominated Data

Let E be a set of n quantitative observations under the time control. The interval of time is to be split into several subintervals such that the observations in each subinterval are almost similar, whereas the observations between the subintervals are very dissimilar. The corresponding time-subintervals become periods or phases of the development that exist in the underlying phenomenon. Aboukalam(2005) proposes a robust solution based on some initial subintervals and a technique for combining any two successive groups in that starter using a t-test under a fixed significant level ($\alpha$). The inconvenience is that; the technique reliability is not released from the level $\alpha$ which must not be defined apart from the number of the periods that is, in its turn, unknown. To avoid this, we propose what so called; most significant periods solution. The new technique constructs its own initial subintervals and uses another way for combining the groups. However, the way of determining and treating outliers has not changed. This paper conducts many empirical simulations using different possible time dominated data in order to illustrate the reliability of the proposed technique. Finally, we apply both techniques on some real time dominated data to explain the advantage of the proposal.