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Decomposing complex time series into trend, seasonality, and remainder components is an important task to facilitate time series anomaly detection and forecasting. Although numerous methods have been proposed, there are still many time…

Machine Learning · Computer Science 2018-12-06 Qingsong Wen , Jingkun Gao , Xiaomin Song , Liang Sun , Huan Xu , Shenghuo Zhu

Machine learning and data analysis have been used in many robotics fields, especially for modelling. Data are usually the result of sensor measurements and, as such, they might be subjected to noise and outliers. The presence of outliers…

Robotics · Computer Science 2019-08-26 Francesco Cursi , Guang-Zhong Yang

Dynamic time warping (DTW) is an effective dissimilarity measure in many time series applications. Despite its popularity, it is prone to noises and outliers, which leads to singularity problem and bias in the measurement. The time…

Machine Learning · Computer Science 2022-08-04 Xiaomin Song , Qingsong Wen , Yan Li , Liang Sun

Real-world network applications must cope with failing nodes, malicious attacks, or nodes facing corrupted data - data classified as outliers. Our work addresses these concerns in the scope of the sensor network localization problem where,…

Optimization and Control · Mathematics 2021-10-05 Claudia Soares , João Gomes

Data assimilation is the process to fuse information from priors, observations of nature, and numerical models, in order to obtain best estimates of the parameters or state of a physical system of interest. Presence of large errors in some…

Numerical Analysis · Mathematics 2015-11-06 Vishwas Rao , Adrian Sandu , Michael Ng , Elias Nino-Ruiz

This paper proposes an adaptive penalized weighted mean regression for outlier detection of high-dimensional data. In comparison to existing approaches based on the mean shift model, the proposed estimators demonstrate robustness against…

Statistics Theory · Mathematics 2023-06-27 Jiaqi Li , Linglong Kong , Bei Jiang , Wei Tu

Phase retrieval (PR) is a popular research topic in signal processing and machine learning. However, its performance degrades significantly when the measurements are corrupted by noise or outliers. To address this limitation, we propose a…

Optimization and Control · Mathematics 2025-05-30 Jun Fan , Ailing Yan , Xianchao Xiu , Wanquan Liu

Outliers widely occur in big-data applications and may severely affect statistical estimation and inference. In this paper, a framework of outlier-resistant estimation is introduced to robustify an arbitrarily given loss function. It has a…

Methodology · Statistics 2023-04-20 Yiyuan She , Zhifeng Wang , Jiahui Shen

Periodicity detection is a crucial step in time series tasks, including monitoring and forecasting of metrics in many areas, such as IoT applications and self-driving database management system. In many of these applications, multiple…

Machine Learning · Computer Science 2021-03-09 Qingsong Wen , Kai He , Liang Sun , Yingying Zhang , Min Ke , Huan Xu

In this study, we tackle the challenge of outlier-robust predictive modeling using highly expressive neural networks. Our approach integrates two key components: (1) a transformed trimmed loss (TTL), a computationally efficient variant of…

Methodology · Statistics 2025-05-14 Akifumi Okuno , Shotaro Yagishita

Periodicity detection is an important task in time series analysis, but still a challenging problem due to the diverse characteristics of time series data like abrupt trend change, outlier, noise, and especially block missing data. In this…

Machine Learning · Computer Science 2023-03-08 Qingsong Wen , Linxiao Yang , Liang Sun

Outliers are ubiquitous in modern data sets. Distance-based techniques are a popular non-parametric approach to outlier detection as they require no prior assumptions on the data generating distribution and are simple to implement. Scaling…

Machine Learning · Statistics 2016-05-04 Mario Lucic , Olivier Bachem , Andreas Krause

Real data often contain anomalous cases, also known as outliers. These may spoil the resulting analysis but they may also contain valuable information. In either case, the ability to detect such anomalies is essential. A useful tool for…

Machine Learning · Statistics 2021-01-13 Peter J. Rousseeuw , Mia Hubert

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

Diffusion models are known to be vulnerable to outliers in training data. In this paper we study an alternative diffusion loss function, which can preserve the high quality of generated data like the original squared $L_{2}$ loss while at…

Artificial Intelligence · Computer Science 2024-03-26 Artem Khrapov , Vadim Popov , Tasnima Sadekova , Assel Yermekova , Mikhail Kudinov

Notwithstanding the popularity of conventional clustering algorithms such as K-means and probabilistic clustering, their clustering results are sensitive to the presence of outliers in the data. Even a few outliers can compromise the…

Machine Learning · Statistics 2015-05-27 Pedro A. Forero , Vassilis Kekatos , Georgios B. Giannakis

The task of robust linear estimation in the presence of outliers is of particular importance in signal processing, statistics and machine learning. Although the problem has been stated a few decades ago and solved using classical…

Information Theory · Computer Science 2023-07-19 George Papageorgiou , Pantelis Bouboulis , Sergios Theodoridis , Kostantinos Themelis

This paper describes recursive algorithms for state estimation of linear dynamical systems when measurements are noisy with unknown bias and/or outliers. For situations with noisy and biased measurements, algorithms are proposed that…

Systems and Control · Electrical Eng. & Systems 2025-03-11 Krishan Mohan Nagpal

We propose an outlier robust multivariate time series model which can be used for detecting previously unseen anomalous sounds based on noisy training data. The presented approach doesn't assume the presence of labeled anomalies in the…

Sound · Computer Science 2022-02-07 Wo Jae Lee , Karim Helwani , Arvindh Krishnaswamy , Srikanth Tenneti

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
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