• Journal of applied mathematics & informatics
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• v.26 no.5_6
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• pp.1133-1138
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• 2008

A general method of detecting outliers based on a change of likelihood by using the influence function is suggested. It can be applied to all kinds of distributions that are specified by parameters. For the multivariate normal case, specific computations are made to get the corresponding conditional influence function. A numerical example is provided for illustration.

• Communications for Statistical Applications and Methods
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• v.3 no.1
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• pp.195-206
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• 1996

Several parametric estimators of the scale parameter and reliability in an assumed Pareto distribution with the presence of identified outliers are proposed, and their efficiencies are compared numerically each other.

• Journal of the Korean Statistical Society
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• v.24 no.2
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• pp.419-437
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• 1995

Given the specific mean shift outlier model, several standard approaches to obtaining test statistic for outliers are discussed. Each of these is developed in detail for the nonlinear regression model, and each leads to an equivalent distribution. The geometric interpretations of the statistics and accuracy of linear approximation are also presented.

• Journal of Korean Society for Quality Management
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• v.21 no.1
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• pp.55-64
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• 1993

This article is concerned with procedures for detecting one or more outliers or influential observations in a linear regression model. A test procedure, based on recursive residuals is proposed and developed The power of the test procedure to identify one or more outliers is investigated through simulation, and its relevance to the number and configuration of the outlier.

• Ocean and Polar Research
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• v.43 no.4
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• pp.229-243
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• 2021

Quality control (QC) to process observed time series has become more critical as the types and amount of observed data have increased along with the development of ocean observing sensors and communication technology. International ocean observing institutions have developed and operated automatic QC procedures for these observed time series. In this study, the performance of automated QC procedures proposed by U.S. IOOS (Integrated Ocean Observing System), NDBC (National Data Buy Center), and OOI (Ocean Observatory Initiative) were evaluated for observed time-series particularly from the Yellow and East China Seas by taking advantage of a confusion matrix. We focused on detecting additive outliers (AO) and temporary change outliers (TCO) based on ocean temperature observation from the Ieodo Ocean Research Station (I-ORS) in 2013. Our results present that the IOOS variability check procedure tends to classify normal data as AO or TCO. The NDBC variability check tracks outliers well but also tends to classify a lot of normal data as abnormal, particularly in the case of rapidly fluctuating time-series. The OOI procedure seems to detect the AO and TCO most effectively and the rate of classifying normal data as abnormal is also the lowest among the international checks. However, all three checks need additional scrutiny because they often fail to classify outliers when intermittent observations are performed or as a result of systematic errors, as well as tending to classify normal data as outliers in the case where there is abrupt change in the observed data due to a sensor being located within a sharp boundary between two water masses, which is a common feature in shallow water observations. Therefore, this study underlines the necessity of developing a new QC algorithm for time-series occurring in a shallow sea.

• 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.

• Wind and Structures
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• v.26 no.6
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• pp.383-395
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• 2018

An accurate determination of wind speed distribution is the basis for an evaluation of the wind energy potential required to design a wind turbine, so it is important to estimate unknown parameters of wind speed distribution. In this paper, Gumbel distribution is used in modelling wind speed data, and alternative robust estimation methods to estimate its parameters are considered. The methodologies used to obtain the estimators of the parameters are least absolute deviation, weighted least absolute deviation, median/MAD and least median of squares. The performances of the estimators are compared with traditional estimation methods (i.e., maximum likelihood and least squares) according to bias, mean square deviation and total mean square deviation criteria using a Monte-Carlo simulation study for the data with and without outliers. The simulation results show that least median of squares and median/MAD estimators are more efficient than others for data with outliers in many cases. However, median/MAD estimator is not consistent for location parameter of Gumbel distribution in all cases. In real data application, it is firstly demonstrated that Gumbel distribution fits the daily mean wind speed data well and is also better one to model the data than Weibull distribution with respect to the root mean square error and coefficient of determination criteria. Next, the wind data modified by outliers is analysed to show the performance of the proposed estimators by using numerical and graphical methods.

• Journal of Applied Reliability
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• v.17 no.3
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• pp.264-271
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• 2017

Purpose: Field operation data contains missing values or outliers due to various causes of the data collection process, so caution is required when utilizing RAM analysis results by field operation data. The purpose of this study is to present a method to minimize the RAM analysis error of the field data to improve the accuracy. Methods: Statistical methods are presented for processing of the outliers and the missing values of the field operating data, and after analyzing the RAM, the differences between before and after applying the technique are discussed. Results: The availability is estimated to be lower by 6.8 to 23.5% than that before processing, and it is judged that the processing of the missing values and outliers greatly affect the RAM analysis result. Conclusion: RAM analysis of OO weapon system was performed and suggestions for improvement of RAM analysis were presented through comparison with the new and current method. Data analysis results without appropriate treatment of error values may result in incorrect conclusions leading to inappropriate decisions and actions.

• The Korean Journal of Applied Statistics
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• v.5 no.2
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• pp.255-268
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• 1992

We propose an iterated interpolation approach for the estimation fo time series parameters in the presence of outliers. The proposed approach iterates the parameter estimation stage and the outlier detection stage until no further outliers are detected. For the detection of outliers, interpolation diagnostic is applied, where the atypical observations by the one-step-ahead predictor instead of downweighting is also proposed. The performance of the proposed estimation methods is compared with other robust estimation methods by simulation study. It is observed that the iterated interpolation approach performs reasonably well is general, especially for single AO case and large $\phi$ in absolute values.

• The Korean Journal of Applied Statistics
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• v.29 no.2
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• pp.355-368
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• 2016

Outliers and influential data points distort many data analysis measures. Jang and Anderson-Cook (2014) proposed a graphical method called a rework plot for exploratory analysis purpose so that there could be a possible visualization of the trace of the impact of the possible outlying and/or influential data points on the univariate/bivariate data analysis and regression. They developed 3-D plot as well as pairwise plot for the appropriate measures of interest. This paper further extends their approach to identify its strength. We can use rework plots as a graphical exploratory data analysis tool to evaluate the impact of outliers in skewness and kurtosis of univariate data.