• Title/Summary/Keyword: Outlier model

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Unified Estimates for Parameter Changes in a Pareto Model with an Exponential Outlier

  • Ryu, Se-Gi;Lee, Chang-Soo;Chang, Chu-Seock
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.2
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    • pp.507-514
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    • 2007
  • We shall propose several estimators for the scale parameter in the Pareto distribution with an unidentified exponential outlier when the scale parameter is functions of a known exposure level, and obtain expectations and variances for their proposed estimators. And we shall compare numerically efficiencies for proposed estimators of the scale and shape parameters in the small sample sizes.

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Estimates for parameter changes in a uniform model with a generalized uniform outlier

  • Lee, Chang-Soo;Chang, Chu-Seock;Park, Yang-Woo
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.3
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    • pp.581-587
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    • 2010
  • We shall propose several estimators for the scale parameter in a uniform distri-bution with a generalized uniform outlier when the scale parameter is a function of a known exposure level, and obtain expectations and variances for their proposed estima-tors. And we shall compare numerically efficiencies for proposed estimators of changed parameters of the scale in the small sample sizes.

Test for an Outlier in Multivariate Regression with Linear Constraints

  • Kim, Myung-Geun
    • Communications for Statistical Applications and Methods
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    • v.9 no.2
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    • pp.473-478
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    • 2002
  • A test for a single outlier in multivariate regression with linear constraints on regression coefficients using a mean shift model is derived. It is shown that influential observations based on case-deletions in testing linear hypotheses are determined by two types of outliers that are mean shift outliers with or without linear constraints, An illustrative example is given.

Unified methods for variable selection and outlier detection in a linear regression

  • Seo, Han Son
    • Communications for Statistical Applications and Methods
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    • v.26 no.6
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    • pp.575-582
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    • 2019
  • The problem of selecting variables in the presence of outliers is considered. Variable selection and outlier detection are not separable problems because each observation affects the fitted regression equation differently and has a different influence on each variable. We suggest a simultaneous method for variable selection and outlier detection in a linear regression model. The suggested procedure uses a sequential method to detect outliers and uses all possible subset regressions for model selections. A simplified version of the procedure is also proposed to reduce the computational burden. The procedures are compared to other variable selection methods using real data sets known to contain outliers. Examples show that the proposed procedures are effective and superior to robust algorithms in selecting the best model.

Outlier Detection in Growth Curve Model Using Mean-Shift Model (평균이동모형을 이용한 성장곡선모형의 이상점 진단에 관한 연구)

  • Shim, Kyu-Bark
    • Journal of the Korean Data and Information Science Society
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    • v.10 no.2
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    • pp.369-385
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    • 1999
  • For the growth curve model with arbitrary covariance structure, known as unstructured covariance matrix, the problems of detecting outliers are discussed in this paper. In order to detect outliers in the growth curve model, the likelihood ratio testing statistics in mean shift model is established and its distribution is derived. After we detected outliers in growth curve model, we test homo and/or hetero-geneous covariance matrices using PSR Quasi-Bayes Criterion. For illustration, one numerical example is discussed, which compares between before and after outlier deleting.

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Indoor Positioning System Using Robust Outlier Extended Kalman Filter (이상 잡음에 강인한 확장 칼만 필터를 이용한 실내 위치 추정 시스템)

  • Kim, Dong-Seon;Yeom, Hak-Sun;Kim, Sun-Woo
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.20 no.9
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    • pp.954-960
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    • 2009
  • In this paper, Indoor Positioning System based on Wi-Fi system which is one of the key technology in LBS(Location Based Service) is proposed. The proposed system estimates distance between MS(Mobile Station) and AP(Access Point) using RSSI(Received Signal Strength Indicator). RSSI is affected by outlier that originate from indoor environment complexity and obstacle. In this paper, we introduce a Robust outlier Extended Kalman Filter that can ignore, real-time outlier in the observations. To demonstrate performance of proposed indoor positioning system, we used a PDA as the MS.

Outlier Detection Using Support Vector Machines (서포트벡터 기계를 이용한 이상치 진단)

  • Seo, Han-Son;Yoon, Min
    • Communications for Statistical Applications and Methods
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    • v.18 no.2
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    • pp.171-177
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    • 2011
  • 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.

Realization of an outlier detection algorithm using R (R을 이용한 이상점 탐지 알고리즘의 구현)

  • Song, Gyu-Moon;Moon, Ji-Eun;Park, Cheol-Yong
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.3
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    • pp.449-458
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    • 2011
  • Illegal waste dumping is one of the major problems that the government agency monitoring water quality has to face. Recently government agency installed COD (chemical oxygen demand) auto-monitering machines in river. In this article we provide an outlier detection algorithm using R based on the time series intervention model that detects some outlier values among those COD time series values generated from an auto-monitering machine. Through this algorithm using R, we can achieve an automatic algorithm that does not need manual intervention in each step, and that can further be used in simulation study.

Robust AUV Localization Incorporating Parallel Learning Module (병렬 학습 모듈을 통한 자율무인잠수정의 강인한 위치 추정)

  • Lee, Gwonsoo;Lee, Phil-Yeob;Kim, Ho Sung;Lee, Hansol;Kang, Hyungjoo;Lee, Jihong
    • The Journal of Korea Robotics Society
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    • v.16 no.4
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    • pp.306-312
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    • 2021
  • This paper describes localization of autonomous underwater vehicles(AUV), which can be used when some navigation sensor data are an outlier. In that situation, localization through existing navigation algorithms causes problems in long-range localization. Even if an outlier sensor data occurs once, problems of localization will continue. Also, if outlier sensor data is related to azimuth (direction of AUV), it causes bigger problems. Therefore, a parallel localization module, in which different algorithms are performed in a normal and abnormal situation should be designed. Before designing a parallel localization module, it is necessary to study an effective method in the abnormal situation. So, we propose a localization method through machine learning. For this method, a learning model consists of only Fully-Connected and trains through randomly contaminated real sea data. The ground truth of training is displacement between subsequent GPS data. As a result, average error in localization through the learning model is 0.4 times smaller than the average error in localization through the existing navigation algorithm. Through this result, we conclude that it is suitable for a component of the parallel localization module.

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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