A simple sequential outlier detection with several residuals

Ji Won Yoon

doi:10.1109/EUSIPCO.2015.7362805

A simple sequential outlier detection with several residuals

Ji Won Yoon

School of Cybersecurity

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

1 Citation (Scopus)

Abstract

Outlier detection schemes have been used to identify the unwanted noise and this helps us to obtain underlying valuable signals and predicting the next state of the systems/signals. However, there are few researches on sequential outlier detection in time series although a lot of outlier detection algorithms are developed in off-line systems. In this paper, we focus on the sequential (on-line) outlier detection schemes, that are based on the 'delete-replace' approach. We also demonstrate that three different types of residuals can be used to design the outlier detection scheme to achieve accurate sequential estimation: marginal residual, conditional residual, and contribution.

Original language	English
Title of host publication	2015 23rd European Signal Processing Conference, EUSIPCO 2015
Publisher	Institute of Electrical and Electronics Engineers Inc.
Pages	2351-2355
Number of pages	5
ISBN (Electronic)	9780992862633
DOIs	https://doi.org/10.1109/EUSIPCO.2015.7362805
Publication status	Published - 2015 Dec 22
Event	23rd European Signal Processing Conference, EUSIPCO 2015 - Nice, France Duration: 2015 Aug 31 → 2015 Sept 4

Publication series

Name	2015 23rd European Signal Processing Conference, EUSIPCO 2015

Other

Other	23rd European Signal Processing Conference, EUSIPCO 2015
Country/Territory	France
City	Nice
Period	15/8/31 → 15/9/4

Bibliographical note

Funding Information:
This research is supported by the Basic Science Research Program through the National Research Foundation of Korea (NRF) funded by the Ministry of Science, ICT and Future Planning (NRF-2013R1A1A1012797)

Publisher Copyright:
© 2015 EURASIP.

Keywords

Conditional residual
Contribution
Marginal residual
Outlier detection

ASJC Scopus subject areas

Media Technology
Computer Vision and Pattern Recognition
Signal Processing

Access to Document

10.1109/EUSIPCO.2015.7362805

Cite this

A simple sequential outlier detection with several residuals. / Yoon, Ji Won.
2015 23rd European Signal Processing Conference, EUSIPCO 2015. Institute of Electrical and Electronics Engineers Inc., 2015. p. 2351-2355 7362805 (2015 23rd European Signal Processing Conference, EUSIPCO 2015).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Yoon, JW 2015, A simple sequential outlier detection with several residuals. in 2015 23rd European Signal Processing Conference, EUSIPCO 2015., 7362805, 2015 23rd European Signal Processing Conference, EUSIPCO 2015, Institute of Electrical and Electronics Engineers Inc., pp. 2351-2355, 23rd European Signal Processing Conference, EUSIPCO 2015, Nice, France, 15/8/31. https://doi.org/10.1109/EUSIPCO.2015.7362805

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AB - Outlier detection schemes have been used to identify the unwanted noise and this helps us to obtain underlying valuable signals and predicting the next state of the systems/signals. However, there are few researches on sequential outlier detection in time series although a lot of outlier detection algorithms are developed in off-line systems. In this paper, we focus on the sequential (on-line) outlier detection schemes, that are based on the 'delete-replace' approach. We also demonstrate that three different types of residuals can be used to design the outlier detection scheme to achieve accurate sequential estimation: marginal residual, conditional residual, and contribution.

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A simple sequential outlier detection with several residuals

Abstract

Publication series

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Bibliographical note

Keywords

ASJC Scopus subject areas

Access to Document

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Cite this