• Journal of the Korean Data and Information Science Society
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• v.6 no.2
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• pp.29-39
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• 1995

A model used in the past may be altered at will in modeling for the future. For this situation, the multiprocess dynamic model provides a general framework. In this paper we consider the multiprocess discount normal model with parameters having a time dependent non-linear structure. This model has nice properties such as insensitivity to outliers and quick reaction to abrupt changes of pattern.