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http://dx.doi.org/10.5351/CKSS.2011.18.2.171

Outlier Detection Using Support Vector Machines  

Seo, Han-Son (Department of Applied Statistics, Konkuk University)
Yoon, Min (Department of Statistics, Pukyong National University)
Publication Information
Communications for Statistical Applications and Methods / v.18, no.2, 2011 , pp. 171-177 More about this Journal
Abstract
In order to construct approximation functions for real data, it is necessary to remove the outliers from the measured raw data before constructing the model. Conventionally, visualization and maximum residual error have been used for outlier detection, but they often fail to detect outliers for nonlinear functions with multidimensional input. Although the standard support vector regression based outlier detection methods for nonlinear function with multidimensional input have achieved good performance, they have practical issues in computational cost and parameter adjustments. In this paper we propose a practical approach to outlier detection using support vector regression that reduces computational time and defines outlier threshold suitably. We apply this approach to real data examples for validity.
Keywords
Outlier detection; support vector regression; practical approach;
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