• 제목/요약/키워드: Outliers detection

검색결과 178건 처리시간 0.025초

Temporal and spatial outlier detection in wireless sensor networks

  • Nguyen, Hoc Thai;Thai, Nguyen Huu
    • ETRI Journal
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    • 제41권4호
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    • pp.437-451
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    • 2019
  • Outlier detection techniques play an important role in enhancing the reliability of data communication in wireless sensor networks (WSNs). Considering the importance of outlier detection in WSNs, many outlier detection techniques have been proposed. Unfortunately, most of these techniques still have some potential limitations, that is, (a) high rate of false positives, (b) high time complexity, and (c) failure to detect outliers online. Moreover, these approaches mainly focus on either temporal outliers or spatial outliers. Therefore, this paper aims to introduce novel algorithms that successfully detect both temporal outliers and spatial outliers. Our contributions are twofold: (i) modifying the Hampel Identifier (HI) algorithm to achieve high accuracy identification rate in temporal outlier detection, (ii) combining the Gaussian process (GP) model and graph-based outlier detection technique to improve the performance of the algorithm in spatial outlier detection. The results demonstrate that our techniques outperform the state-of-the-art methods in terms of accuracy and work well with various data types.

Detecting Multiple Outliers Using the Gaps of Order Statistics

  • Kim, Hyun Chul
    • Communications for Statistical Applications and Methods
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    • 제2권2호
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    • pp.184-197
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    • 1995
  • An objective and one-step detection procedure of multiple outliers is suggested by using the gaps of the order statistics. The detection procedure can be used as a routine outlier detection method of a statistical analysis computer program. The procedure is applied to some examples including the data selected by Kitagawa.

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Computational Methods for Detection of Multiple Outliers in Nonlinear Regression

  • Myung-Wook Kahng
    • Communications for Statistical Applications and Methods
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    • 제3권2호
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    • pp.1-11
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    • 1996
  • The detection of multiple outliers in nonlinear regression models can be computationally not feasible. As a compromise approach, we consider the use of simulated annealing algorithm, an approximate approach to combinatorial optimization. We show that this method ensures convergence and works well in locating multiple outliers while reducing computational time.

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DETECTION OF OUTLIERS IN WEIGHTED LEAST SQUARES REGRESSION

  • Shon, Bang-Yong;Kim, Guk-Boh
    • Journal of applied mathematics & informatics
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    • 제4권2호
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    • pp.501-512
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    • 1997
  • In multiple linear regression model we have presupposed assumptions (independence normality variance homogeneity and so on) on error term. When case weights are given because of variance heterogeneity we can estimate efficiently regression parameter using weighted least squares estimator. Unfortunately this estimator is sen-sitive to outliers like ordinary least squares estimator. Thus in this paper we proposed some statistics for detection of outliers in weighted least squares regression.

동적 그림을 이용한 이상치 검색 (Outlier Detection Using Dynamic Plots)

  • 안병진;서한손
    • 응용통계연구
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    • 제24권5호
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    • pp.979-986
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    • 2011
  • 선형회귀모형분석은 방법의 간편성과 높은 적용성에 의해 다양한 종류의 자료 분석에 활용되고 있다. 하지만 자료에 이상치가 포함되는 경우 이에 민감하게 영향을 받게 되므로 의심되는 관찰치를 찾아서 이상치 여부를 검토하는 것이 중요하다. 그러나 이상치를 탐지하는 방법의 대부분은 가면화 효과 등 이상치로부터 영향을 받아 정확하게 이상치를 발견하지 못하는 경우가 있다. 본 연구에서는 이를 개선하기 위하여 동적 잔차도를 활용한 방법을 제안한다. 제안된 방법은 종속적 이상치탐지방법을 사용할 때 다양한 기초군을 제공하는데 유용하며 결과적으로 정확한 이상치군을 탐지하게 되는 것을 예를 통해 검증한다.

MULTIPLE OUTLIER DETECTION IN LOGISTIC REGRESSION BY USING INFLUENCE MATRIX

  • Lee, Gwi-Hyun;Park, Sung-Hyun
    • Journal of the Korean Statistical Society
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    • 제36권4호
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    • pp.457-469
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    • 2007
  • Many procedures are available to identify a single outlier or an isolated influential point in linear regression and logistic regression. But the detection of influential points or multiple outliers is more difficult, owing to masking and swamping problems. The multiple outlier detection methods for logistic regression have not been studied from the points of direct procedure yet. In this paper we consider the direct methods for logistic regression by extending the $Pe\tilde{n}a$ and Yohai (1995) influence matrix algorithm. We define the influence matrix in logistic regression by using Cook's distance in logistic regression, and test multiple outliers by using the mean shift model. To show accuracy of the proposed multiple outlier detection algorithm, we simulate artificial data including multiple outliers with masking and swamping.

이상치 탐지법을 이용한 강건 이분산 검정 (Robust tests for heteroscedasticity using outlier detection methods)

  • 서한손;윤민
    • 응용통계연구
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    • 제29권3호
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    • pp.399-408
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    • 2016
  • 회귀분석에서 이분산이 발생할 경우 표준적 추정절차에 따른 결과는 유효하지 않게 되므로 이를 확인하는 것이 필요하다. 이분산 문제와 더불어 이상치가 함께 존재하면 이분산에 관한 진단은 왜곡될 수 있다. 이상치가 존재할 때 이분산을 진단하는 기존의 방법들은 강건통계량을 이용하거나 이상치를 제거하는 접근법을 사용한다. 이분산 문제에서 이상치를 탐지하기 위하여 여러 가지 접근법이 제시되었다. 본 연구에서는 이분산 진단과정에서 이상치를 배제하기 위하여 기존의 이분산 검정과정에 순차적 이상치 탐지법을 적용하는 절차를 제시한다. 제시된 방법은 모의실험 및 예제를 통해 기존의 검정방법과 검정력을 비교한다.

TIME-VARIANT OUTLIER DETECTION METHOD ON GEOSENSOR NETWORKS

  • Kim, Dong-Phil;I, Gyeong-Min;Lee, Dong-Gyu;Ryu, Keun-Ho
    • 대한원격탐사학회:학술대회논문집
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    • 대한원격탐사학회 2008년도 International Symposium on Remote Sensing
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    • pp.410-413
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    • 2008
  • Existing Outlier detections have been widely studied in geosensor networks. Recently, machine learning and data mining have been applied the outlier detection method to build a model that distinguishes outliers based on anchored criterion. However, it is difficult for the existing methods to detect outliers against incoming time-variant data, because outlier detection needs to monitor incoming data and classify irregular attacks. Therefore, in order to solve the problem, we propose a time-variant outlier detection using 2-dimensional grid method based on unanchored criterion. In the paper, outliers using geosensor data was performed to classify efficiently. The proposed method can be utilized applications such as network intrusion detection, stock market analysis, and error data detection in bank account.

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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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    • 제26권6호
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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.