相关论文: Outliers in dynamic factor models

Matrix-variate distributions are a recent addition to the model-based clustering field, thereby making it possible to analyze data in matrix form with complex structure such as images and time series. Due to its recent appearance, there is…

We consider the problem of robustly fitting a model to data that includes outliers by formulating a percentile optimization problem. This problem is non-smooth and non-convex, hence hard to solve. We derive properties that the minimizers of…

Euclidean embedding from noisy observations containing outlier errors is an important and challenging problem in statistics and machine learning. Many existing methods would struggle with outliers due to a lack of detection ability. In this…

Outlier detection and cleaning are essential steps in data preprocessing to ensure the integrity and validity of data analyses. This paper focuses on outlier points within individual trajectories, i.e., points that deviate significantly…

The paper proposes a new latent variable model for the simultaneous (two-way) detection of outlying individuals and items for item-response-type data. The proposed model is a synergy between a factor model for binary responses and…

In recent years, researchers have become increasingly interested in outlying aspect mining. Outlying aspect mining is the task of finding a set of feature(s), where a given data object is different from the rest of the data objects.…

In this paper we provide a definition of pattern of outliers in contingency tables within a model-based framework. In particular, we make use of log-linear models and exact goodness-of-fit tests to specify the notions of outlier and pattern…

Outlier detection is one of the most important processes taken to create good, reliable data in machine learning. The most methods of outlier detection leverage an auxiliary reconstruction task by assuming that outliers are more difficult…

Clustering, or unsupervised classification, is a task often plagued by outliers. Yet there is a paucity of work on handling outliers in clustering. Outlier identification algorithms tend to fall into three broad categories: outlier…

It has been shown that some macroeconomic time series, especially those where outliers could be present, can be well modelled using heavy tailed distributions for the noise components. Methods for deciding when and where heavy-tailed models…

The ability to collect and store ever more massive databases has been accompanied by the need to process them efficiently. In many cases, most observations have the same behavior, while a probable small proportion of these observations are…

Several algorithms have been proposed for discovering patterns from trajectories of moving objects, but only a few have concentrated on outlier detection. Existing approaches, in general, discover spatial outliers, and do not provide any…

Existing studies on identifying outliers in wind speed-power datasets are often challenged by the complicated and irregular distributions of outliers, especially those being densely stacked yet staying close to normal data. This could…

Traditional ranking systems are expected to sort items in the order of their relevance and thereby maximize their utility. In fair ranking, utility is complemented with fairness as an optimization goal. Recent work on fair ranking focuses…

An outlier is an event or observation that is defined as an unusual activity, intrusion, or a suspicious data point that lies at an irregular distance from a population. The definition of an outlier event, however, is subjective and depends…

Explaining outliers occurrence and mechanism of their occurrence can be extremely important in a variety of domains. Malfunctions, frauds, threats, in addition to being correctly identified, oftentimes need a valid explanation in order to…

This paper deals with the factor modeling for high-dimensional time series based on a dimension-reduction viewpoint. Under stationary settings, the inference is simple in the sense that both the number of factors and the factor loadings are…

The task of outlier detection is to find small groups of data objects that are exceptional when compared with rest large amount of data. Detection of such outliers is important for many applications such as fraud detection and customer…

In this paper, a new model-free anomaly detection framework is proposed for time-series induced by industrial dynamical systems.The framework lies in the category of conventional approaches which enable appealing features such as a learning…

The direction of outlyingness is crucial to describing the centrality of multivariate functional data. Motivated by this idea, we generalize classical depth to directional outlyingness for functional data. We investigate theoretical…