• Journal of Korean Society of Coastal and Ocean Engineers
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• v.26 no.4
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• pp.207-216
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• 2014

Total organic carbon (TOC) is an important indicator used as an direct biological index in the research field of the marine carbon cycle. It is possible to produce the sufficient TOC estimation data by using the Chemical Oxygen Demand(COD) data because the available TOC data is relatively poor than the COD data. The outlier detection and treatment (removal) should be carried out reasonably and objectively because the equation for a COD-TOC conversion is directly affected the TOC estimation. In this study, it aims to suggest the optimal regression model using the available salinity, COD, and TOC data observed in the Korean coastal zone. The optimal regression model is selected by the comparison and analysis on the changes of data numbers before and after removal, variation coefficients and root mean square (RMS) error of the diverse detection methods of the outlier and influential observations. According to research result, it is shown that a diagnostic case combining SIQR (Semi - Inter-Quartile Range) boxplot and Cook's distance method is most suitable for the outlier detection. The optimal regression function is estimated as the TOC(mg/L) = $0.44{\cdot}COD(mg/L)+1.53$, then determination coefficient is showed a value of 0.47 and RMS error is 0.85 mg/L. The RMS error and the variation coefficients of the leverage values are greatly reduced to the 31% and 80% of the value before the outlier removal condition. The method suggested in this study can provide more appropriate regression curve because the excessive impacts of the outlier frequently included in the COD and TOC monitoring data is removed.

• Journal of IKEEE
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• v.24 no.2
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• pp.403-408
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• 2020

Photovoltaic (PV) has both intermittent and uncertainty in nature, so it is difficult to accurately predict. Thus anomaly detection technology is important to diagnose real time PV generation. This paper identifies a correlation between various parameters and classifies the PV data applying k-nearest neighbor and dynamic time warpping. Results for the two classifications showed that an outlier detection by a fault of some facilities, and a temporary power loss by partial shading and overall shading occurring during the short period. Based on 100kW plant data, machine learning analysis and test results verified actual outliers and candidates of outlier.

• The Korean Journal of Applied Statistics
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• v.26 no.4
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• pp.687-696
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• 2013

The detection and the examination of outliers are important parts of data analysis because some outliers in the data may have a detrimental effect on statistical analysis. Outlier detection methods have been discussed by many authors. In this article, we propose to apply Hadi and Simonoff's (1993) method to penalized spline a regression model to detect multiple outliers. Simulated data sets and real data sets are used to illustrate and compare the proposed procedure to a penalized spline regression and a robust penalized spline regression.

• Journal of the Korean Society of Fisheries and Ocean Technology
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• v.56 no.4
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• pp.384-394
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• 2020

This paper proposes an outlier detection model based on machine learning that can diagnose the presence or absence of major engine parts through unsupervised learning analysis of main engine big data of a ship. Engine big data of the ship was collected for more than seven months, and expert knowledge and correlation analysis were performed to select features that are closely related to the operation of the main engine. For unsupervised learning analysis, ensemble model wherein many predictive models are strategically combined to increase the model performance, is used for anomaly detection. As a result, the proposed model successfully detected the anomalous engine status from the normal status. To validate our approach, clustering analysis was conducted to find out the different patterns of anomalies the anomalous point. By examining distribution of each cluster, we could successfully find the patterns of anomalies.

• The Korean Journal of Applied Statistics
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• v.26 no.4
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• pp.635-647
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• 2013

Imputation is a commonly used method to handle missing survey data. The performance of the imputation method is influenced by various factors, especially an outlier. The removal of the outlier in a data set is a simple and effective approach to reduce the effect of an outlier. In this paper in order to improve the precision of multiple imputation, we study a imputation method which reduces the effect of outlier using various weight adjustment methods that include the removal of an outlier method. The regression method in PROC/MI in SAS is used for multiple imputation and the obtained final adjusted weight is used as a weight variable to obtain the imputed values. Simulation studies compared the performance of various weight adjustment methods and Monthly Labor Statistic data is used for real data analysis.

• International Journal of Fuzzy Logic and Intelligent Systems
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• v.15 no.2
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• pp.96-101
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• 2015

Support vector machine (SVM) has a strong theoretical foundation and also achieved excellent empirical success. It has been widely used in a variety of pattern recognition applications. Unfortunately, SVM also has the drawback that it is sensitive to outliers and its performance is degraded by their presence. In this paper, a new outlier detection method based on genetic algorithm (GA) is proposed for a robust SVM. The proposed method parallels the GA-based feature selection method and removes the outliers that would be considered as support vectors by the previous soft margin SVM. The proposed algorithm is applied to various data sets in the UCI repository to demonstrate its performance.

• The Korean Journal of Applied Statistics
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• v.7 no.2
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• pp.225-237
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• 1994

A generalized likelihood ratio test is developed to detect an outlier associated with monitoring nuclear proliferation. While the classical outlier detection methods consider continuous variables only, our approach allows both continuous and discrete variables or a mixture of continuous and discrete variables to be used. In addition, our method is free of the normality assumption, which is the key assumption in most of the classical methods. The proposed test is constructed by applying the bootstrap to a generalized likelihood ratio. We investigate the performance of the test by studying the power with simulations.

• International Journal of Internet, Broadcasting and Communication
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• v.14 no.4
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• pp.140-147
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• 2022

In this study, in order to efficiently detect data patterns and outliers in time series data, outlier detection processing is performed for each section based on a smart contract in the data preprocessing process, and parameters for the ARIMA model are determined by generating and reflecting the significance and outlier-related parameters of the data. It was created and applied to the modified arithmetic expression to lower the data abnormality. To evaluate the performance of this study, the normality of the data was compared and evaluated when the parameters of the general ARIMA model and the ARIMA model through this study were applied, and a performance improvement of more than 6% was confirmed.

• Journal of Institute of Control, Robotics and Systems
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• v.17 no.11
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• pp.1117-1124
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• 2011

An integrated fault detection and isolation method is proposed in this paper. The main objective of this paper is development fault detection, isolation and diagnosis algorithm based on the DKF (Decentralized Kalman Filter) and the bank of IMM (Interacting Multiple Model) filters using penalty scalar for both partial and total faults and the outlier detection algorithm for preventing false alarm also included. The proposed FDI (Fault Detection and Isolation) scheme is developed in four phases. In the first phase, the outlier detection filter is designed to prevent false alarm as a pre-filter. In the second phases, two local filters and master filter are designed to detect sensor faults. In the third phases, the proposed FDI scheme checks sensor residual to isolate sensor faults and 11 EKFs actuator fault models are designed to detect wherever actuator faults occur. In the last phases, four filters are designed to identify the fault type which is either the total fault or partial fault. The developed scheme can deal with not only sensor and actuator faults, but also preventing false alarm. An important feature of the proposed FDI scheme can decreases fault isolation time and figure out not only fault detection and isolation but also fault type identification. To verify the proposed FDI algorithm performance, the Simulator is also developed under the Matlab/Simulink environment.

• The Journal of Asian Finance, Economics and Business
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• v.7 no.12
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• pp.1-10
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• 2020

This study investigates the problem of outlier detection based on discrete wavelet transform in the context of time series data where the identification and treatment of outliers constitute an important component. An outlier is defined as a data point that deviates so much from the rest of observations within a data sample. In this work we focus on the application of the traditional method suggested by Tukey (1977) for detecting outliers in the closed price series of the Saudi Arabia stock market (Tadawul) between Oct. 2011 and Dec. 2019. The method is applied to the details obtained from the MODWT (Maximal-Overlap Discrete Wavelet Transform) of the original series. The result show that the suggested methodology was successful in detecting all of the outliers in the series. The findings of this study suggest that we can model and forecast the volatility of returns from the reconstructed series without outliers using GARCH models. The estimated GARCH volatility model was compared to other asymmetric GARCH models using standard forecast error metrics. It is found that the performance of the standard GARCH model were as good as that of the gjrGARCH model over the out-of-sample forecasts for returns among other GARCH specifications.