How to Simulate Outliers with the Desired Properties

[EN] Deviating multivariate observations are used typically to test the performance of outlier detection methods. Yet, the generation of outlying cases itself usually appears as a secondary methodological step in methods comparison. In the literature, outliers are defined using certain distribution...

ver descrição completa

Detalhes bibliográficos
Autores: González-Cebrián, A., Arteaga, Francisco, Folch-Fortuny, Abel, Ferrer, Alberto|||0000-0001-7244-5947
Formato: artículo
Fecha de publicación:2021
País:España
Recursos:Universitat Politècnica de València (UPV)
Repositorio:RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia
Idioma:inglés
OAI Identifier:oai:riunet.upv.es:10251/182472
Acesso em linha:https://riunet.upv.es/handle/10251/182472
Access Level:acceso abierto
Palavra-chave:Outliers
Squared prediction error
Hotelling&apos
s T^2
Simulation
PCA
Matlab
ESTADISTICA E INVESTIGACION OPERATIVA
id ES_6cfbdba30fcfd8c43be63d7f8984cba2
oai_identifier_str oai:riunet.upv.es:10251/182472
network_acronym_str ES
network_name_str España
repository_id_str
spelling How to Simulate Outliers with the Desired PropertiesGonzález-Cebrián, A.Arteaga, FranciscoFolch-Fortuny, AbelFerrer, Alberto|||0000-0001-7244-5947OutliersSquared prediction errorHotelling&aposs T^2SimulationPCAMatlabESTADISTICA E INVESTIGACION OPERATIVA[EN] Deviating multivariate observations are used typically to test the performance of outlier detection methods. Yet, the generation of outlying cases itself usually appears as a secondary methodological step in methods comparison. In the literature, outliers are defined using certain distribution parameters which differ from those of the clean or reference data. However, these parameters change among authors, leading to a lack of a standard and measurable definition of the characteristics simulated outliers. This makes the comparison between methods hard and its results dependent on the procedure followed to simulate the data. In order to set a standard procedure, a framework to simulate outliers is defined here. Since it is based on certain specifications for both the Squared Prediction Error (SPE) and Hotelling's T2 statistics from a Principal Component Analysis (PCA) model, tuning them becomes a simple and efficient task. This procedure has been implemented in a set of Matlab functions.Financial support was granted by the Research and Development Support Programme PAID-01-17 of the UPV and also by the Spanish Ministry of Economy and Competitiveness under the project DPI2017-82896-C2-1-R.ElsevierDepartamento de Estadística e Investigación Operativa Aplicadas y CalidadEscuela Técnica Superior de Ingeniería IndustrialGrupo de Ingeniería Estadística Multivariante GIEMAGENCIA ESTATAL DE INVESTIGACIONUniversitat Politècnica de ValènciaRepositorio Institucional de la Universitat Politècnica de València Riunet20212021-05-15journal articlehttp://purl.org/coar/resource_type/c_6501VoRhttp://purl.org/coar/version/c_970fb48d4fbd8a85info:eu-repo/semantics/articleapplication/pdfapplication/pdfhttps://riunet.upv.es/handle/10251/182472reponame:RiuNet. Repositorio Institucional de la Universitat Politécnica de Valénciainstname:Universitat Politècnica de València (UPV)InglésengAgencia Estatal de Investigación http://dx.doi.org/10.13039/501100011033 Plan Estatal de Investigación Científica y Técnica y de Innovación 2013-2016 DPI2017-82896-C2-1-R DISEÑO, CARACTERIZACION Y AJUSTE OPTIMO DE BIOCIRCUITOS SINTETICOS PARA BIOPRODUCCION CON CONTROL DE CARGA METABOLICAUniversitat Politècnica de València https://doi.org/10.13039/501100004233 PAID-01-17 Contratos Pre-Doctorales UPV 2017- Subprograma 1open accesshttp://purl.org/coar/access_right/c_abf2Reconocimiento - No comercial - Sin obra derivada (by-nc-nd) http://creativecommons.org/licenses/by-nc-nd/4.0/info:eu-repo/semantics/openAccessoai:riunet.upv.es:10251/1824722026-06-13T07:49:27Z
dc.title.none.fl_str_mv How to Simulate Outliers with the Desired Properties
title How to Simulate Outliers with the Desired Properties
spellingShingle How to Simulate Outliers with the Desired Properties
González-Cebrián, A.
Outliers
Squared prediction error
Hotelling&apos
s T^2
Simulation
PCA
Matlab
ESTADISTICA E INVESTIGACION OPERATIVA
title_short How to Simulate Outliers with the Desired Properties
title_full How to Simulate Outliers with the Desired Properties
title_fullStr How to Simulate Outliers with the Desired Properties
title_full_unstemmed How to Simulate Outliers with the Desired Properties
title_sort How to Simulate Outliers with the Desired Properties
dc.creator.none.fl_str_mv González-Cebrián, A.
Arteaga, Francisco
Folch-Fortuny, Abel
Ferrer, Alberto|||0000-0001-7244-5947
author González-Cebrián, A.
author_facet González-Cebrián, A.
Arteaga, Francisco
Folch-Fortuny, Abel
Ferrer, Alberto|||0000-0001-7244-5947
author_role author
author2 Arteaga, Francisco
Folch-Fortuny, Abel
Ferrer, Alberto|||0000-0001-7244-5947
author2_role author
author
author
dc.contributor.none.fl_str_mv Departamento de Estadística e Investigación Operativa Aplicadas y Calidad
Escuela Técnica Superior de Ingeniería Industrial
Grupo de Ingeniería Estadística Multivariante GIEM
AGENCIA ESTATAL DE INVESTIGACION
Universitat Politècnica de València
Repositorio Institucional de la Universitat Politècnica de València Riunet
dc.subject.none.fl_str_mv Outliers
Squared prediction error
Hotelling&apos
s T^2
Simulation
PCA
Matlab
ESTADISTICA E INVESTIGACION OPERATIVA
topic Outliers
Squared prediction error
Hotelling&apos
s T^2
Simulation
PCA
Matlab
ESTADISTICA E INVESTIGACION OPERATIVA
description [EN] Deviating multivariate observations are used typically to test the performance of outlier detection methods. Yet, the generation of outlying cases itself usually appears as a secondary methodological step in methods comparison. In the literature, outliers are defined using certain distribution parameters which differ from those of the clean or reference data. However, these parameters change among authors, leading to a lack of a standard and measurable definition of the characteristics simulated outliers. This makes the comparison between methods hard and its results dependent on the procedure followed to simulate the data. In order to set a standard procedure, a framework to simulate outliers is defined here. Since it is based on certain specifications for both the Squared Prediction Error (SPE) and Hotelling's T2 statistics from a Principal Component Analysis (PCA) model, tuning them becomes a simple and efficient task. This procedure has been implemented in a set of Matlab functions.
publishDate 2021
dc.date.none.fl_str_mv 2021
2021-05-15
dc.type.none.fl_str_mv journal article
http://purl.org/coar/resource_type/c_6501
VoR
http://purl.org/coar/version/c_970fb48d4fbd8a85
dc.type.openaire.fl_str_mv info:eu-repo/semantics/article
format article
dc.identifier.none.fl_str_mv https://riunet.upv.es/handle/10251/182472
url https://riunet.upv.es/handle/10251/182472
dc.language.none.fl_str_mv Inglés
eng
language_invalid_str_mv Inglés
language eng
dc.relation.none.fl_str_mv Agencia Estatal de Investigación http://dx.doi.org/10.13039/501100011033 Plan Estatal de Investigación Científica y Técnica y de Innovación 2013-2016 DPI2017-82896-C2-1-R DISEÑO, CARACTERIZACION Y AJUSTE OPTIMO DE BIOCIRCUITOS SINTETICOS PARA BIOPRODUCCION CON CONTROL DE CARGA METABOLICA
Universitat Politècnica de València https://doi.org/10.13039/501100004233 PAID-01-17 Contratos Pre-Doctorales UPV 2017- Subprograma 1
dc.rights.none.fl_str_mv open access
http://purl.org/coar/access_right/c_abf2
Reconocimiento - No comercial - Sin obra derivada (by-nc-nd)
http://creativecommons.org/licenses/by-nc-nd/4.0/
dc.rights.openaire.fl_str_mv info:eu-repo/semantics/openAccess
rights_invalid_str_mv open access
http://purl.org/coar/access_right/c_abf2
Reconocimiento - No comercial - Sin obra derivada (by-nc-nd)
http://creativecommons.org/licenses/by-nc-nd/4.0/
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
application/pdf
dc.publisher.none.fl_str_mv Elsevier
publisher.none.fl_str_mv Elsevier
dc.source.none.fl_str_mv reponame:RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia
instname:Universitat Politècnica de València (UPV)
instname_str Universitat Politècnica de València (UPV)
reponame_str RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia
collection RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia
repository.name.fl_str_mv
repository.mail.fl_str_mv
_version_ 1869410307306160128
score 15,301603

Registos relacionados