Identification of Multivariate Outliers: A Performance Study
نویسنده
چکیده
Three methods for the identification of multivariate outliers (Rousseeuw and Van Zomeren, 1990; Becker and Gather, 1999; Filzmoser et al., 2005) are compared. They are based on the Mahalanobis distance that will be made resistant against outliers and model deviations by robust estimation of location and covariance. The comparison is made by means of a simulation study. Not only the case of multivariate normally distributed data, but also heavy tailed and asymmetric distributions will be considered. The simulations are focused on low dimensional (p = 5) and high dimensional (p = 30) data.
منابع مشابه
Local multivariate outliers as geochemical anomaly halos indicators, a case study: Hamich area, Southern Khorasan, Iran
Anomaly recognition has always been a prominent subject in preliminary geochemical explorations. Among the regional geochemical data processing, there are a range of statistical and data mining techniques as well as different mapping methods, which serve as presentations of the outputs. The outlier’s values are of interest in the investigations where data are gathered under controlled condition...
متن کاملIdentification 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 کاملApplication of robust multivariate control chart with Winsorized Mean: a case study
Water pH and active ingredient concentration are two of the most important variables to consider in the manufacturing process of fungicides. If these variables do not meet the required standards, the quality of the product may be compromised and lead to poor fungicide performance when water is used as the application carrier, which is in most cases. Given the correlation between the variable...
متن کاملSequential Application of Multivariate Outlier Test : a Robust Approach
Identification of outliers in multivariate data is not trivial. especially when there exists several outliers in the data. The classical identification method based on the sample mean and sample covariance matrix cannot always find them, because the classicd rnean and covariance matris are themselves affected by outliers. This problem is termed as masting7 because the outliers get maslied by ea...
متن کاملA statistical test for outlier identification in data envelopment analysis
In the use of peer group data to assess individual, typical or best practice performance, the effective detection of outliers is critical for achieving useful results. In these ‘‘deterministic’’ frontier models, statistical theory is now mostly available. This paper deals with the statistical pared sample method and its capability of detecting outliers in data envelopment analysis. In the prese...
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 2005