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A Robust Donoho-Stahel based outlier detection factor for Multivariate data

机译:基于鲁棒的Donoho-Stahel基于多变量数据的异常检测因子

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Statistical parameters, like variance and mean value, form the basis of statistical outlier detection methods; these parameters are very sensitive to the presence of outliers in data, and statistical methods inherit this sensitivity from statistical parameters. when an extremely far outlier having a very big or very small magnitude exists in a data set, it usually biases the average and variance with a relatively large magnitude of deviation. This deviation may cause the method to work quiet unexpectedly and loose its functionality. Avoiding these unwanted effects; robustification is of great importance in statistical methods. An outlier detection method, capable of preserving its functionality in the case of presence of outliers is called a robust method. Some robust methods use a robust estimation of statistical parameters instead of the original parameters to attenuate effects of far outliers on the parameters values. In this paper we introduce a robustified outlying detection method based on projection pursuit and robustified using Donoho-Stahel estimators. In this method, we define an outlyingness factor and use it to extract outliers from a data set. We also compare the results in the cases of using robust estimated parameters with the case of using ordinary parameters.
机译:统计参数,如方差和平均值,形成统计异常检测方法的基础;这些参数对数据中的异常值存在非常敏感,统计方法从统计参数继承这种灵敏度。当数据集中存在具有非常大或非常小的大小的远远异常时,它通常偏置具有相对大的偏差的平均值和方差。这种偏差可能导致该方法意外工作,并松动其功能。避免这些不需要的效果;统计方法具有重要意义。一种异常值检测方法,能够在存在异常值的情况下保留其功能称为鲁棒方法。一些稳健的方法使用统计参数的稳健估计而不是原始参数来衰减参数值上远离异常值的效果。在本文中,我们介绍了基于投影追求的强大的外围检测方法,并使用Donoho-Stahel估算器强制强调。在此方法中,我们定义了偏远因子并使用它来从数据集中提取异常值。我们还在使用普通参数的情况下使用稳健估计参数的情况进行比较。

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