Improving robustness of vector fitting to outliers in data
نویسندگان
چکیده
Introduction: Robust broadband macromodelling techniques are of crucial importance for efficient time domain and frequency domain simulation of high-speed interconnect structures. The standard vector fitting (VF) algorithm starts from an S-parameter frequency response, sampled at a discrete set of frequencies. It computes a macromodel by minimising a weighted iterative cost function in the L2 sense [1]. In real-life situations, the quality of the L2 fitting model may be degraded owing to outliers in the data. An outlier is a value in the data that deviates strongly from the other values, and is usually caused by measurement or instrumentation errors. In this Letter we propose a modified vector fitting algorithm that minimises the L1 norm of the complex fitting error instead [2]. Numerical results illustrate that the new approach is more robust with respect to outliers [3].
منابع مشابه
Identification of outliers types in multivariate time series using genetic algorithm
Multivariate time series data, often, modeled using vector autoregressive moving average (VARMA) model. But presence of outliers can violates the stationary assumption and may lead to wrong modeling, biased estimation of parameters and inaccurate prediction. Thus, detection of these points and how to deal properly with them, especially in relation to modeling and parameter estimation of VARMA m...
متن کاملRobustness and Outlier Detection in Chemometrics
In analytical chemistry, experimental data often contain outliers of one type or another. The most often used chemometrical/statistical techniques are sensitive to such outliers, and the results may be adversely affected by them. This paper presents an overview of robust chemometrical/statistical methods which search for the model fitted by the majority of the data, and hence are far less affec...
متن کاملMammalian Eye Gene Expression Using Support Vector Regression to Evaluate a Strategy for Detecting Human Eye Disease
Background and purpose: Machine learning is a class of modern and strong tools that can solve many important problems that nowadays humans may be faced with. Support vector regression (SVR) is a way to build a regression model which is an incredible member of the machine learning family. SVR has been proven to be an effective tool in real-value function estimation. As a supervised-learning appr...
متن کاملA Two-Phase Robust Estimation of Process Dispersion Using M-estimator
Parameter estimation is the first step in constructing any control chart. Most estimators of mean and dispersion are sensitive to the presence of outliers. The data may be contaminated by outliers either locally or globally. The exciting robust estimators deal only with global contamination. In this paper a robust estimator for dispersion is proposed to reduce the effect of local contamination ...
متن کاملRobustified distance based fuzzy membership function for support vector machine classification
Fuzzification of support vector machine has been utilized to deal with outlier and noise problem. This importance is achieved, by the means of fuzzy membership function, which is generally built based on the distance of the points to the class centroid. The focus of this research is twofold. Firstly, by taking the advantage of robust statistics in the fuzzy SVM, more emphasis on reducing the im...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2010