• Title/Summary/Keyword: Outlier Detection Method

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Density-based Outlier Detection in Multi-dimensional Datasets

  • Wang, Xite;Cao, Zhixin;Zhan, Rongjuan;Bai, Mei;Ma, Qian;Li, Guanyu
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.16 no.12
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    • pp.3815-3835
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    • 2022
  • Density-based outlier detection is one of the hot issues in data mining. A point is determined as outlier on basis of the density of points near them. The existing density-based detection algorithms have high time complexity, in order to reduce the time complexity, a new outlier detection algorithm DODMD (Density-based Outlier Detection in Multidimensional Datasets) is proposed. Firstly, on the basis of ZH-tree, the concept of micro-cluster is introduced. Each leaf node is regarded as a micro-cluster, and the micro-cluster is calculated to achieve the purpose of batch filtering. In order to obtain n sets of approximate outliers quickly, a greedy method is used to calculate the boundary of LOF and mark the minimum value as LOFmin. Secondly, the outliers can filtered out by LOFmin, the real outliers are calculated, and then the result set is updated to make the boundary closer. Finally, the accuracy and efficiency of DODMD algorithm are verified on real dataset and synthetic dataset respectively.

Modeling of Strength of High Performance Concrete with Artificial Neural Network and Mahalanobis Distance Outlier Detection Method (신경망 이론과 Mahalanobis Distance 이상치 탐색방법을 이용한 고강도 콘크리트 강도 예측 모델 개발에 관한 연구)

  • Hong, Jung-Eui
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.33 no.4
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    • pp.122-129
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    • 2010
  • High-performance concrete (HPC) is a new terminology used in concrete construction industry. Several studies have shown that concrete strength development is determined not only by the water-to-cement ratio but also influenced by the content of other concrete ingredients. HPC is a highly complex material, which makes modeling its behavior a very difficult task. This paper aimed at demonstrating the possibilities of adapting artificial neural network (ANN) to predict the comprresive strength of HPC. Mahalanobis Distance (MD) outlier detection method used for the purpose increase prediction ability of ANN. The detailed procedure of calculating Mahalanobis Distance (MD) is described. The effects of outlier compared with before and after artificial neural network training. MD outlier detection method successfully removed existence of outlier and improved the neural network training and prediction performance.

Fast Outlier Removal for Image Registration based on Modified K-means Clustering

  • Soh, Young-Sung;Qadir, Mudasar;Kim, In-Taek
    • Journal of the Institute of Convergence Signal Processing
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    • v.16 no.1
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    • pp.9-14
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    • 2015
  • Outlier detection and removal is a crucial step needed for various image processing applications such as image registration. Random Sample Consensus (RANSAC) is known to be the best algorithm so far for the outlier detection and removal. However RANSAC requires a cosiderable computation time. To drastically reduce the computation time while preserving the comparable quality, a outlier detection and removal method based on modified K-means is proposed. The original K-means was conducted first for matching point pairs and then cluster merging and member exclusion step are performed in the modification step. We applied the methods to various images with highly repetitive patterns under several geometric distortions and obtained successful results. We compared the proposed method with RANSAC and showed that the proposed method runs 3~10 times faster than RANSAC.

A Study on Outlier Detection Method for Financial Time Series Data (재무 시계열 자료의 이상치 탐지 기법 연구)

  • Ha, M.H.;Kim, S.
    • The Korean Journal of Applied Statistics
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    • v.23 no.1
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    • pp.41-47
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    • 2010
  • In this paper, we show the performance evaluation of outlier detection methods based on the GARCH model. We first introduce GARCH model and the methods of outlier detection in the GARCH model. The results of small simulation and the real KOSPI data show the out-performance of the outlier detection method over the traditional method in the GARCH model.

Simultaneous outlier detection and variable selection via difference-based regression model and stochastic search variable selection

  • Park, Jong Suk;Park, Chun Gun;Lee, Kyeong Eun
    • Communications for Statistical Applications and Methods
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    • v.26 no.2
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    • pp.149-161
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    • 2019
  • In this article, we suggest the following approaches to simultaneous variable selection and outlier detection. First, we determine possible candidates for outliers using properties of an intercept estimator in a difference-based regression model, and the information of outliers is reflected in the multiple regression model adding mean shift parameters. Second, we select the best model from the model including the outlier candidates as predictors using stochastic search variable selection. Finally, we evaluate our method using simulations and real data analysis to yield promising results. In addition, we need to develop our method to make robust estimates. We will also to the nonparametric regression model for simultaneous outlier detection and variable selection.

Outlier Detection Diagnostic based on Interpolation Method in Autoregressive Models

  • Cho, Sin-Sup;Ryu, Gui-Yeol;Park, Byeong-Uk;Lee, Jae-June
    • Journal of the Korean Statistical Society
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    • v.22 no.2
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    • pp.283-306
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    • 1993
  • An outlier detection diagnostic for the detection of k-consecutive atypical observations is considered. The proposed diagnostic is based on the innovational variance estimate utilizing both the interpolated and the predicted residuals. We adopt the interpolation method to construct the proposed diagnostic by replacing atypical observations. The perfomance of the proposed diagnositc is investigated by simulation. A real example is presented.

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An Outlier Cluster Detection Technique for Real-time Network Intrusion Detection Systems (실시간 네트워크 침입탐지 시스템을 위한 아웃라이어 클러스터 검출 기법)

  • Chang, Jae-Young;Park, Jong-Myoung;Kim, Han-Joon
    • Journal of Internet Computing and Services
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    • v.8 no.6
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    • pp.43-53
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    • 2007
  • Intrusion detection system(IDS) has recently evolved while combining signature-based detection approach with anomaly detection approach. Although signature-based IDS tools have been commonly used by utilizing machine learning algorithms, they only detect network intrusions with already known patterns, Ideal IDS tools should always keep the signature database of your detection system up-to-date. The system needs to generate the signatures to detect new possible attacks while monitoring and analyzing incoming network data. In this paper, we propose a new outlier cluster detection algorithm with density (or influence) function, Our method assumes that an outlier is a kind of cluster with similar instances instead of a single object in the context of network intrusion, Through extensive experiments using KDD 1999 Cup Intrusion Detection dataset. we show that the proposed method outperform the conventional outlier detection method using Euclidean distance function, specially when attacks occurs frequently.

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Outlier Detection By Clustering-Based Ensemble Model Construction (클러스터링 기반 앙상블 모델 구성을 이용한 이상치 탐지)

  • Park, Cheong Hee;Kim, Taegong;Kim, Jiil;Choi, Semok;Lee, Gyeong-Hoon
    • KIPS Transactions on Software and Data Engineering
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    • v.7 no.11
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    • pp.435-442
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    • 2018
  • Outlier detection means to detect data samples that deviate significantly from the distribution of normal data. Most outlier detection methods calculate an outlier score that indicates the extent to which a data sample is out of normal state and determine it to be an outlier when its outlier score is above a given threshold. However, since the range of an outlier score is different for each data and the outliers exist at a smaller ratio than the normal data, it is very difficult to determine the threshold value for an outlier score. Further, in an actual situation, it is not easy to acquire data including a sufficient amount of outliers available for learning. In this paper, we propose a clustering-based outlier detection method by constructing a model representing a normal data region using only normal data and performing binary classification of outliers and normal data for new data samples. Then, by dividing the given normal data into chunks, and constructing a clustering model for each chunk, we expand it to the ensemble method combining the decision by the models and apply it to the streaming data with dynamic changes. Experimental results using real data and artificial data show high performance of the proposed method.

Outlier Detection in Time Series Monitoring Datasets using Rule Based and Correlation Analysis Method (규칙기반 및 상관분석 방법을 이용한 시계열 계측 데이터의 이상치 판정)

  • Jeon, Jesung;Koo, Jakap;Park, Changmok
    • Journal of the Korean GEO-environmental Society
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    • v.16 no.5
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    • pp.43-53
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    • 2015
  • In this study, detection methods of outlier in various monitoring data that fit into big data category were developed and outlier detections were conducted for both artificial data and real field monitoring data. Rule-based methods applied rate of change and probability of error for monitoring data are effective to detect a large-scale short faults and constant faults having no change within a certain period. There are however, problems with misjudgement that consider the normal data with a large scale variation as outlier caused by using independent single dataset. Rule-based methods for noise faults detection have a limit to application of real monitoring data due to the problem with a choice of proper window size of data and finding of threshold for outlier judgment. A correlation analysis among different two datasets were very effective to detect localized outlier and abnormal variation for short and long-term monitoring dataset if reasonable range of training data could be selected.

Outlier detection of GPS monitoring data using relational analysis and negative selection algorithm

  • Yi, Ting-Hua;Ye, X.W.;Li, Hong-Nan;Guo, Qing
    • Smart Structures and Systems
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    • v.20 no.2
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    • pp.219-229
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    • 2017
  • Outlier detection is an imperative task to identify the occurrence of abnormal events before the structures are suffered from sudden failure during their service lives. This paper proposes a two-phase method for the outlier detection of Global Positioning System (GPS) monitoring data. Prompt judgment of the occurrence of abnormal data is firstly carried out by use of the relational analysis as the relationship among the data obtained from the adjacent locations following a certain rule. Then, a negative selection algorithm (NSA) is adopted for further accurate localization of the abnormal data. To reduce the computation cost in the NSA, an improved scheme by integrating the adjustable radius into the training stage is designed and implemented. Numerical simulations and experimental verifications demonstrate that the proposed method is encouraging compared with the original method in the aspects of efficiency and reliability. This method is only based on the monitoring data without the requirement of the engineer expertise on the structural operational characteristics, which can be easily embedded in a software system for the continuous and reliable monitoring of civil infrastructure.