TY - GEN
T1 - A simple sequential outlier detection with several residuals
AU - Yoon, Ji Won
N1 - 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.
PY - 2015/12/22
Y1 - 2015/12/22
N2 - 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.
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.
KW - Conditional residual
KW - Contribution
KW - Marginal residual
KW - Outlier detection
UR - http://www.scopus.com/inward/record.url?scp=84963963390&partnerID=8YFLogxK
U2 - 10.1109/EUSIPCO.2015.7362805
DO - 10.1109/EUSIPCO.2015.7362805
M3 - Conference contribution
AN - SCOPUS:84963963390
T3 - 2015 23rd European Signal Processing Conference, EUSIPCO 2015
SP - 2351
EP - 2355
BT - 2015 23rd European Signal Processing Conference, EUSIPCO 2015
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 23rd European Signal Processing Conference, EUSIPCO 2015
Y2 - 31 August 2015 through 4 September 2015
ER -