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In this paper we present the methodology for detecting outliers and testing the goodness-of-fit of random sets using topological data analysis. We construct the filtration from level sets of the signed distance function and consider various…

Methodology · Statistics 2024-04-09 Vesna Gotovac Đogaš , Marcela Mandarić

We present a novel mathematical optimization framework for outlier detection in multimodal datasets, extending Support Vector Data Description approaches. We provide a primal formulation, in the shape of a Mixed Integer Second Order Cone…

Optimization and Control · Mathematics 2025-07-16 Víctor Blanco , Inmaculada Espejo , Raúl Páez , Antonio M. Rodríguez-Chía

Time series often contain outliers and level shifts or structural changes. These unexpected events are of the utmost importance in fraud detection, as they may pinpoint suspicious transactions. The presence of such unusual events can easily…

Computation · Statistics 2021-01-13 Peter J. Rousseeuw , Domenico Perrotta , Marco Riani , Mia Hubert

In the real world, a learning system could receive an input that is unlike anything it has seen during training. Unfortunately, out-of-distribution samples can lead to unpredictable behaviour. We need to know whether any given input belongs…

Machine Learning · Computer Science 2019-08-21 Alireza Shafaei , Mark Schmidt , James J. Little

We consider the problem of anomaly detection in images, and present a new detection technique. Given a sample of images, all known to belong to a "normal" class (e.g., dogs), we show how to train a deep neural model that can detect…

Machine Learning · Computer Science 2018-11-12 Izhak Golan , Ran El-Yaniv

The interactive exploration of large and evolving datasets is challenging as relationships between underlying variables may not be fully understood. There may be hidden trends and patterns in the data that are worthy of further exploration…

Machine Learning · Computer Science 2023-04-06 A. Ravishankar Rao , Daniel Clarke , Subrata Garai , Soumyabrata Dey

We consider the problem of building visual anomaly detection systems for mobile robots. Standard anomaly detection models are trained using large datasets composed only of non-anomalous data. However, in robotics applications, it is often…

Computer Vision and Pattern Recognition · Computer Science 2022-09-21 Dario Mantegazza , Alessandro Giusti , Luca Maria Gambardella , Jérôme Guzzi

In this paper, we propose a novel approach for outlier detection, called local projections, which is based on concepts of Local Outlier Factor (LOF) (Breunig et al., 2000) and RobPCA (Hubert et al., 2005). By using aspects of both methods,…

Outlier detection is a technique in data mining that aims to detect unusual or unexpected records in the dataset. Existing outlier detection algorithms have different pros and cons and exhibit different sensitivity to noisy data such as…

Machine Learning · Computer Science 2023-12-22 Yuanyuan Wei , Julian Jang-Jaccard , Fariza Sabrina , Timothy McIntosh

Outlier detection in high-dimensional data is a challenging yet important task, as it has applications in, e.g., fraud detection and quality control. State-of-the-art density-based algorithms perform well because they 1) take the local…

Artificial Intelligence · Computer Science 2016-11-02 Bas van Stein , Matthijs van Leeuwen , Thomas Bäck

With the widely used smart meters in the energy sector, anomaly detection becomes a crucial mean to study the unusual consumption behaviors of customers, and to discover unexpected events of using energy promptly. Detecting consumption…

Databases · Computer Science 2016-06-21 Xiufeng Liu , Per Sieverts Nielsen

Anomaly detection in real-world scenarios poses challenges due to dynamic and often unknown anomaly distributions, requiring robust methods that operate under an open-world assumption. This challenge is exacerbated in practical settings,…

Machine Learning · Computer Science 2024-04-24 Dayananda Herurkar , Sebastian Palacio , Ahmed Anwar , Joern Hees , Andreas Dengel

In recent years, there have been many practical applications of anomaly detection such as in predictive maintenance, detection of credit fraud, network intrusion, and system failure. The goal of anomaly detection is to identify in the test…

Applications · Statistics 2020-06-12 Zekun Xu , Deovrat Kakde , Arin Chaudhuri

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 a major topic in robust statistics due to the high practical significance of anomalous observations. Many existing methods are, however, either parametric or cease to perform well when the data is far from linearly…

Methodology · Statistics 2018-11-14 Matias Heikkilä

Mutual fund categorization has become a standard tool for the investment management industry and is extensively used by allocators for portfolio construction and manager selection, as well as by fund managers for peer analysis and…

Statistical Finance · Quantitative Finance 2023-08-15 Dhruv Desai , Ashmita Dhiman , Tushar Sharma , Deepika Sharma , Dhagash Mehta , Stefano Pasquali

Outlier detection is an important data mining tool that becomes particularly challenging when dealing with nominal data. First and foremost, flagging observations as outlying requires a well-defined notion of nominal outlyingness. This…

Methodology · Statistics 2025-09-19 Efthymios Costa , Ioanna Papatsouma

In the era of real-time data, traditional methods often struggle to keep pace with the dynamic nature of streaming environments. In this paper, we proposed a hybrid framework where in (i) stage-I follows a traditional approach where the…

Machine Learning · Computer Science 2025-04-07 Vivek Yelleti , Ch Priyanka

This paper proposes an algorithm based on a staged sliding window Transformer architecture to detect abnormal behaviors in the microstructure of the foreign exchange market, focusing on high-frequency EUR/USD trading data. The method…

Machine Learning · Computer Science 2025-04-02 Qiuliuyang Bao , Jiawei Wang , Hao Gong , Yiwei Zhang , Xiaojun Guo , Hanrui Feng

Traditionally, fault detection and isolation community has used system dynamic equations to generate diagnosers and to analyze detectability and isolability of the dynamic systems. Model-based fault detection and isolation methods use…

Systems and Control · Electrical Eng. & Systems 2021-11-01 Hamed Khorasgani , Ahmed Farahat , Chetan Gupta
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