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Dynamic factor models have a wide range of applications in econometrics and applied economics. The basic motivation resides in their capability of reducing a large set of time series to only few indicators (factors). If the number of time…

Statistics Theory · Mathematics 2009-09-29 Roberto Baragona , Francesco Battaglia

This paper presents a new approach for detecting outliers by introducing the notion of object's proximity. The main idea is that normal point has similar characteristics with several neighbors. So the point in not an outlier if it has a…

Computer Vision and Pattern Recognition · Computer Science 2014-11-26 Amina Dik , Khalid Jebari , Abdelaziz Bouroumi , Aziz Ettouhami

In real world, our datasets often contain outliers. Moreover, the outliers can seriously affect the final machine learning result. Most existing algorithms for handling outliers take high time complexities (e.g. quadratic or cubic…

Computational Geometry · Computer Science 2020-02-28 Hu Ding , Zixiu Wang

Recommender systems are designed to suggest items based on user preferences, helping users navigate the vast amount of information available on the internet. Given the overwhelming content, outlier detection has emerged as a key research…

Information Retrieval · Computer Science 2024-10-02 Mahamudul Hasan

Classification is the basis of cognition. Unlike other solutions, this study approaches it from the view of outliers. We present an expanding algorithm to detect outliers in univariate datasets, together with the underlying foundation. The…

Artificial Intelligence · Computer Science 2012-01-04 C. A. Hsiao

A multivariate dataset consists of $n$ cases in $d$ dimensions, and is often stored in an $n$ by $d$ data matrix. It is well-known that real data may contain outliers. Depending on the situation, outliers may be (a) undesirable errors which…

Methodology · Statistics 2019-10-08 Peter J. Rousseeuw , Wannes Van den Bossche

Most real-world IoT data analysis tasks, such as clustering and anomaly event detection, are unsupervised and highly susceptible to the presence of outliers. In addition to sporadic scattered outliers caused by factors such as faulty sensor…

Machine Learning · Computer Science 2026-03-16 Yiqun Zhang , Zexi Tan , Xiaopeng Luo , Yunlin Liu

It is well-known that real data often contain outliers. The term outlier typically refers to a case, that is, a row of the $n \times d$ data matrix. In recent times a different type has come into focus, the cellwise outliers. These are…

Methodology · Statistics 2024-07-08 Jakob Raymaekers , Peter J. Rousseeuw

This paper presents a fast methodology, called ROBOUT, to identify outliers in a response variable conditional on a set of linearly related predictors, retrieved from a large granular dataset. ROBOUT is shown to be effective and…

Methodology · Statistics 2021-04-27 Matteo Farnè , Angelos Vouldis

Outlier detection is an inevitable step to most statistical data analyses. However, the mere detection of an outlying case does not always answer all scientific questions associated with that data point. Outlier detection techniques,…

Methodology · Statistics 2019-12-12 Michiel Debruyne , Sebastiaan Höppner , Sven Serneels , Tim Verdonck

Outlier detection refers to the identification of data points that deviate from a general data distribution. Existing unsupervised approaches often suffer from high computational cost, complex hyperparameter tuning, and limited…

Machine Learning · Computer Science 2022-08-26 Zheng Li , Yue Zhao , Xiyang Hu , Nicola Botta , Cezar Ionescu , George H. Chen

Outlier detection is the identification of points in a dataset that do not conform to the norm. Outlier detection is highly sensitive to the choice of the detection algorithm and the feature subspace used by the algorithm. Extracting…

Artificial Intelligence · Computer Science 2017-05-18 Yanjie Fu , Charu Aggarwal , Srinivasan Parthasarathy , Deepak S. Turaga , Hui Xiong

Outlier detection is an important task in data mining and many technologies have been explored in various applications. However, due to the default assumption that outliers are non-concentrated, unsupervised outlier detection may not…

Machine Learning · Computer Science 2020-03-10 Zhe Li , Chunhua Sun , Chunli Liu , Xiayu Chen , Meng Wang , Yezheng Liu

We define outliers as a set of observations which contradicts the proposed mathematical (statistical) model and we discuss the frequently observed types of the outliers. Further we explore what changes in the model have to be made in order…

Probability · Mathematics 2017-01-25 Lev B. Klebanov , Jaromir Antoch , Andrea Karlova , Ashot V. Kakosyan

The HDoutliers algorithm is a powerful unsupervised algorithm for detecting anomalies in high-dimensional data, with a strong theoretical foundation. However, it suffers from some limitations that significantly hinder its performance level,…

Machine Learning · Statistics 2019-08-13 Priyanga Dilini Talagala , Rob J. Hyndman , Kate Smith-Miles

Outlying observations, which significantly deviate from other measurements, may distort the conclusions of data analysis. Therefore, identifying outliers is one of the important problems that should be solved to obtain reliable results.…

Computation · Statistics 2014-05-01 Soo-Heang Eo , Seung-Mo Hong , HyungJun Cho

Unsupervised learning methods are well established in the area of anomaly detection and achieve state of the art performances on outlier datasets. Outliers play a significant role, since they bear the potential to distort the predictions of…

Machine Learning · Computer Science 2024-07-02 Andreas Lohrer , Daniyal Kazempour , Maximilian Hünemörder , Peer Kröger

We derive a convex optimization problem for the task of segmenting sequential data, which explicitly treats presence of outliers. We describe two algorithms for solving this problem, one exact and one a top-down novel approach, and we…

Machine Learning · Computer Science 2014-11-19 Itamar Katz , Koby Crammer

We introduce an online outlier detection algorithm to detect outliers in a sequentially observed data stream. For this purpose, we use a two-stage filtering and hedging approach. In the first stage, we construct a multi-modal probability…

Machine Learning · Computer Science 2018-03-13 Mohammadreza Mohaghegh Neyshabouri , Suleyman Serdar Kozat

Wireless sensor networks usually comprise a large number of sensors monitoring changes in variables. These changes in variables represent changes in physical quantities. The changes can occur for various reasons; these reasons are…

Machine Learning · Computer Science 2017-08-29 Pelumi Oluwasanya