Model identification is an important and complicated step within the autoregressive integrated moving average (ARIMA) methodology framework. This step is especially difficult for integrated series. In this article first investigate Box-Jenkins methodology and its faults in detecting model, and hence have discussed the problem of outliers in time series. By using this optimization method, we will overcome this problem. The method that used in this paper is better than the Box-Jenkins in term of optimality time. تفاصيل المقالة