@article{(Open Science Index):https://publications.waset.org/pdf/8767,
	  title     = {SDVAR Algorithm for Detecting Fraud in Telecommunications},
	  author    = {Fatimah Almah Saaid and  Darfiana Nur and  Robert King},
	  country	= {},
	  institution	= {},
	  abstract     = {This paper presents a procedure for estimating VAR
using Sequential Discounting VAR (SDVAR) algorithm for online
model learning to detect fraudulent acts using the telecommunications
call detailed records (CDR). The volatility of the VAR is observed
allowing for non-linearity, outliers and change points based on the
works of [1]. This paper extends their procedure from univariate
to multivariate time series. A simulation and a case study for
detecting telecommunications fraud using CDR illustrate the use of
the algorithm in the bivariate setting.},
	    journal   = {International Journal of Mathematical and Computational Sciences},
	  volume    = {6},
	  number    = {5},
	  year      = {2012},
	  pages     = {549 - 555},
	  ee        = {https://publications.waset.org/pdf/8767},
	  url   	= {https://publications.waset.org/vol/65},
	  bibsource = {https://publications.waset.org/},
	  issn  	= {eISSN: 1307-6892},
	  publisher = {World Academy of Science, Engineering and Technology},
	  index 	= {Open Science Index 65, 2012},
	}