Outlier detection in multivariate functional data through a contaminated mixture model
نویسندگان
چکیده
In an industrial context, the activity of sensors is recorded at a high frequency. A challenge to automatically detect abnormal measurement behavior. Considering sensor measures as functional data, problem can be formulated detection outliers in multivariate data set. Due heterogeneity this set, proposed contaminated mixture model both clusters into homogeneous groups and detects outliers. The main advantage procedure over its competitors that it does not require specify proportion Model inference performed through Expectation-Conditional Maximization algorithm, BIC used select number clusters. Numerical experiments on simulated demonstrate performance achieved by algorithm. particular, outperforms competitors. Its application real which motivated study allows correctly behaviors.
منابع مشابه
Multivariate functional outlier detection
Functional data are occurring more and more often in practice, and various statistical techniques have been developed to analyze them. In this paper we consider multivariate functional data, where for each curve and each time point a p-dimensional vector of measurements is observed. For functional data the study of outlier detection has started only recently, and was mostly limited to univariat...
متن کاملOutlier Detection in Multivariate Data
The objective of this research is detection of outliers in multivariate data employing various distance measure, particularly using robust regression diagnosis technique. Several classical outlier identification methods are based on the sample mean and covariance matrix in general. But they do not always yield better result, as they themselves are affected by the outliers. Sometimes one outlier...
متن کاملRejoinder to 'multivariate functional outlier detection'
First of all we would like to thank the editor, Professor Andrea Cerioli, for inviting us to submit our work and for requesting comments from some esteemed colleagues. We were surprised by the number of invited comments and grateful to their contributing authors, all of whom raised important points and/or offered valuable suggestions. We are happy for the opportunity to rejoin the discussion. R...
متن کاملComments on: Multivariate functional outlier detection
First of all, we would like to congratulate M. Hubert, P. Rousseeuw and P. Segaert for this very interesting and stimulating work. It is clear that functional data are becoming ubiquitous in many disciplines and the development of appropriate statistical techniques is clearly needed. Moreover, outliers are very likely to occur in this type of data, where many measurements are taken by applying ...
متن کاملMultivariate outlier detection with compositional data
Multivariate outlier detection is usually based on Mahalanobis distances, by plugging in robust estimates of location and covariance. For compositional data, carrying only relative information, a special transformation needs to be consulted in order to be able to work in the appropriate geometry. The effect of the transformation is discussed in this contribution. Furthermore, different possibil...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Computational Statistics & Data Analysis
سال: 2022
ISSN: ['0167-9473', '1872-7352']
DOI: https://doi.org/10.1016/j.csda.2022.107496