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相关论文: Outliers in dynamic factor models

200 篇论文

We introduce and develop a novel approach to outlier detection based on adaptation of random subspace learning. Our proposed method handles both high-dimension low-sample size and traditional low-dimensional high-sample size datasets.…

机器学习 · 统计学 2015-05-05 Bohan Liu , Ernest Fokoue

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.…

统计计算 · 统计学 2014-05-01 Soo-Heang Eo , Seung-Mo Hong , HyungJun Cho

Outlier detection is an important topic in machine learning and has been used in a wide range of applications. Outliers are objects that are few in number and deviate from the majority of objects. As a result of these two properties, we…

机器学习 · 计算机科学 2022-04-22 Xusheng Du , Enguang Zuo , Zhenzhen He , Jiong Yu

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…

统计方法学 · 统计学 2024-07-08 Jakob Raymaekers , Peter J. Rousseeuw

Robust PCA, the problem of PCA in the presence of outliers has been extensively investigated in the last few years. Here we focus on Robust PCA in the outlier model where each column of the data matrix is either an inlier or an outlier.…

机器学习 · 统计学 2019-05-01 Vishnu Menon , Sheetal Kalyani

The classification of multivariate functional data is an important task in scientific research. Unlike point-wise data, functional data are usually classified by their shapes rather than by their scales. We define an outlyingness matrix by…

统计方法学 · 统计学 2018-04-24 Wenlin Dai , Marc G. Genton

Modern data collecting methods and computation tools have made it possible to monitor high-dimensional processes. In this article, Phase II monitoring of high-dimensional processes is investigated when the available number of samples…

统计方法学 · 统计学 2023-01-24 Mohsen Ebadi , Shojaeddin Chenouri , Stefan H. Steiner

Clustering and outlier detection are two important tasks in data mining. Outliers frequently interfere with clustering algorithms to determine the similarity between objects, resulting in unreliable clustering results. Currently, only a few…

机器学习 · 计算机科学 2024-12-10 Qi Li , Shuliang Wang

Outlying curves often occur in functional or longitudinal datasets, and can be very influential on parameter estimators and very hard to detect visually. In this article we introduce estimators of the mean and the principal components that…

应用统计 · 统计学 2010-11-03 Daniel Gervini

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…

统计方法学 · 统计学 2025-09-19 Efthymios Costa , Ioanna Papatsouma

High-dimensional data poses unique challenges in outlier detection process. Most of the existing algorithms fail to properly address the issues stemming from a large number of features. In particular, outlier detection algorithms perform…

机器学习 · 计算机科学 2020-09-22 Firuz Kamalov , Ho Hon Leung

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…

机器学习 · 计算机科学 2022-08-26 Zheng Li , Yue Zhao , Xiyang Hu , Nicola Botta , Cezar Ionescu , George H. Chen

Modern time series forecasting methods, such as Transformer and its variants, have shown strong ability in sequential data modeling. To achieve high performance, they usually rely on redundant or unexplainable structures to model complex…

机器学习 · 计算机科学 2023-11-30 Jingyi Hou , Zhen Dong , Jiayu Zhou , Zhijie Liu

Using a time series model to mimic an observed time series has a long history. However, with regard to this objective, conventional estimation methods for discrete-time dynamical models are frequently found to be wanting. In fact, they are…

统计理论 · 数学 2015-03-19 Yingcun Xia , Howell Tong

Anomaly detection aims at identifying data points that show systematic deviations from the majority of data in an unlabeled dataset. A common assumption is that clean training data (free of anomalies) is available, which is often violated…

机器学习 · 计算机科学 2022-07-20 Chen Qiu , Aodong Li , Marius Kloft , Maja Rudolph , Stephan Mandt

Detecting outliers which are grossly different from or inconsistent with the remaining dataset is a major challenge in real-world KDD applications. Existing outlier detection methods are ineffective on scattered real-world datasets due to…

机器学习 · 计算机科学 2009-12-30 Ke Zhang , Marcus Hutter , Huidong Jin

In a network meta-analysis, some of the collected studies may deviate markedly from the others, for example having very unusual effect sizes. These deviating studies can be regarded as outlying with respect to the rest of the network and…

统计方法学 · 统计学 2023-01-11 Silvia Metelli , Dimitris Mavridis , Perrine Créquit , Anna Chaimani

The presence of outliers is prevalent in machine learning applications and may produce misleading results. In this paper a new method for dealing with outliers and anomal samples is proposed. To overcome the outlier issue, the proposed…

机器学习 · 计算机科学 2016-07-05 Parsa Bagherzadeh , Hadi Sadoghi Yazdi

The introduction of more renewable energy sources into the energy system increases the variability and weather dependence of electricity generation. Power system simulations are used to assess the adequacy and reliability of the electricity…

物理与社会 · 物理学 2024-02-02 Laurens P. Stoop , Erik Duijm , Ad J. Feelders , Machteld van den Broek

Outlying observations are commonly encountered in the analysis of time series. In this paper the problem of detecting additive outliers in integer-valued time series is considered. We show how Gibbs sampling can be used to detect outlying…

统计方法学 · 统计学 2012-05-01 Maria Eduarda Silva , Isabel Pereira