24,598 research outputs found
Outlier Detection and Missing Value Estimation in Time Series Traffic Count Data: Final Report of SERC Project GR/G23180.
A serious problem in analysing traffic count data is what to do when missing or extreme values occur, perhaps as a result of a breakdown in automatic counting equipment. The objectives of this current work were to attempt to look at ways of solving this problem by:
1)establishing the applicability of time series and influence function techniques for estimating missing values and detecting outliers in time series traffic data;
2)making a comparative assessment of new techniques with those used by traffic engineers in practice for local, regional or national traffic count systems
Two alternative approaches were identified as being potentially useful and these were evaluated and compared with methods currently employed for `cleaning' traffic count series. These were based on evaluating the effect of individual or groups of observations on the estimate of the auto-correlation structure and events influencing a parametric model (ARIMA).
These were compared with the existing methods which included visual inspection and smoothing techniques such as the exponentially weighted moving average in which means and variances are updated using observations from the same time and day of week.
The results showed advantages and disadvantages for each of the methods.
The exponentially weighted moving average method tended to detect unreasonable outliers and also suggested replacements which were consistently larger than could reasonably be expected.
Methods based on the autocorrelation structure were reasonably successful in detecting events but the replacement values were suspect particularly when there were groups of values needing replacement. The methods also had problems in the presence of non-stationarity, often detecting outliers which were really a result of the changing level of the data rather than extreme values. In the presence of other events, such as a change in level or seasonality, both the influence function and change in autocorrelation present problems of interpretation since there is no way of distinguishing these events from outliers.
It is clear that the outlier problem cannot be separated from that of identifying structural changes as many of the statistics used to identify outliers also respond to structural changes. The ARIMA (1,0,0)(0,1,1)7 was found to describe the vast majority of traffic count series which means that the problem of identifying a starting model can largely be avoided with a high degree of assurance.
Unfortunately it is clear that a black-box approach to data validation is prone to error but methods such as those described above lend themselves to an interactive graphics data-validation technique in which outliers and other events are highlighted requiring acceptance or otherwise manually. An adaptive approach to fitting the model may result in something which can be more automatic and this would allow for changes in the underlying model to be accommodated.
In conclusion it was found that methods based on the autocorrelation structure are the most computationally efficient but lead to problems of interpretation both between different types of event and in the presence of non-stationarity. Using the residuals from a fitted ARIMA model is the most successful method at finding outliers and distinguishing them from other events, being less expensive than case deletion. The replacement values derived from the ARIMA model were found to be the most accurate
Outlier detection techniques for wireless sensor networks: A survey
In the field of wireless sensor networks, those measurements that significantly deviate from the normal pattern of sensed data are considered as outliers. The potential sources of outliers include noise and errors, events, and malicious attacks on the network. Traditional outlier detection techniques are not directly applicable to wireless sensor networks due to the nature of sensor data and specific requirements and limitations of the wireless sensor networks. This survey provides a comprehensive overview of existing outlier detection techniques specifically developed for the wireless sensor networks. Additionally, it presents a technique-based taxonomy and a comparative table to be used as a guideline to select a technique suitable for the application at hand based on characteristics such as data type, outlier type, outlier identity, and outlier degree
Outlier Detection Techniques For Wireless Sensor Networks: A Survey
In the field of wireless sensor networks, measurements that
significantly deviate from the normal pattern of sensed data are
considered as outliers. The potential sources of outliers include
noise and errors, events, and malicious attacks on the network.
Traditional outlier detection techniques are not directly
applicable to wireless sensor networks due to the multivariate
nature of sensor data and specific requirements and limitations of
the wireless sensor networks. This survey provides a comprehensive
overview of existing outlier detection techniques specifically
developed for the wireless sensor networks. Additionally, it
presents a technique-based taxonomy and a decision tree to be used
as a guideline to select a technique suitable for the application
at hand based on characteristics such as data type, outlier type,
outlier degree
Online Nonparametric Anomaly Detection based on Geometric Entropy Minimization
We consider the online and nonparametric detection of abrupt and persistent
anomalies, such as a change in the regular system dynamics at a time instance
due to an anomalous event (e.g., a failure, a malicious activity). Combining
the simplicity of the nonparametric Geometric Entropy Minimization (GEM) method
with the timely detection capability of the Cumulative Sum (CUSUM) algorithm we
propose a computationally efficient online anomaly detection method that is
applicable to high-dimensional datasets, and at the same time achieve a
near-optimum average detection delay performance for a given false alarm
constraint. We provide new insights to both GEM and CUSUM, including new
asymptotic analysis for GEM, which enables soft decisions for outlier
detection, and a novel interpretation of CUSUM in terms of the discrepancy
theory, which helps us generalize it to the nonparametric GEM statistic. We
numerically show, using both simulated and real datasets, that the proposed
nonparametric algorithm attains a close performance to the clairvoyant
parametric CUSUM test.Comment: to appear in IEEE International Symposium on Information Theory
(ISIT) 201
A survey of outlier detection methodologies
Outlier detection has been used for centuries to detect and, where appropriate, remove anomalous observations from data. Outliers arise due to mechanical faults, changes in system behaviour, fraudulent behaviour, human error, instrument error or simply through natural deviations in populations. Their detection can identify system faults and fraud before they escalate with potentially catastrophic consequences. It can identify errors and remove their contaminating effect on the data set and as such to purify the data for processing. The original outlier detection methods were arbitrary but now, principled and systematic techniques are used, drawn from the full gamut of Computer Science and Statistics. In this paper, we introduce a survey of contemporary techniques for outlier detection. We identify their respective motivations and distinguish their advantages and disadvantages in a comparative review
A taxonomy framework for unsupervised outlier detection techniques for multi-type data sets
The term "outlier" can generally be defined as an observation that is significantly different from
the other values in a data set. The outliers may be instances of error or indicate events. The
task of outlier detection aims at identifying such outliers in order to improve the analysis of
data and further discover interesting and useful knowledge about unusual events within numerous
applications domains. In this paper, we report on contemporary unsupervised outlier detection
techniques for multiple types of data sets and provide a comprehensive taxonomy framework and
two decision trees to select the most suitable technique based on data set. Furthermore, we
highlight the advantages, disadvantages and performance issues of each class of outlier detection
techniques under this taxonomy framework
Learning how to be robust: Deep polynomial regression
Polynomial regression is a recurrent problem with a large number of
applications. In computer vision it often appears in motion analysis. Whatever
the application, standard methods for regression of polynomial models tend to
deliver biased results when the input data is heavily contaminated by outliers.
Moreover, the problem is even harder when outliers have strong structure.
Departing from problem-tailored heuristics for robust estimation of parametric
models, we explore deep convolutional neural networks. Our work aims to find a
generic approach for training deep regression models without the explicit need
of supervised annotation. We bypass the need for a tailored loss function on
the regression parameters by attaching to our model a differentiable hard-wired
decoder corresponding to the polynomial operation at hand. We demonstrate the
value of our findings by comparing with standard robust regression methods.
Furthermore, we demonstrate how to use such models for a real computer vision
problem, i.e., video stabilization. The qualitative and quantitative
experiments show that neural networks are able to learn robustness for general
polynomial regression, with results that well overpass scores of traditional
robust estimation methods.Comment: 18 pages, conferenc
Automatic Bayesian Density Analysis
Making sense of a dataset in an automatic and unsupervised fashion is a
challenging problem in statistics and AI. Classical approaches for {exploratory
data analysis} are usually not flexible enough to deal with the uncertainty
inherent to real-world data: they are often restricted to fixed latent
interaction models and homogeneous likelihoods; they are sensitive to missing,
corrupt and anomalous data; moreover, their expressiveness generally comes at
the price of intractable inference. As a result, supervision from statisticians
is usually needed to find the right model for the data. However, since domain
experts are not necessarily also experts in statistics, we propose Automatic
Bayesian Density Analysis (ABDA) to make exploratory data analysis accessible
at large. Specifically, ABDA allows for automatic and efficient missing value
estimation, statistical data type and likelihood discovery, anomaly detection
and dependency structure mining, on top of providing accurate density
estimation. Extensive empirical evidence shows that ABDA is a suitable tool for
automatic exploratory analysis of mixed continuous and discrete tabular data.Comment: In proceedings of the Thirty-Third AAAI Conference on Artificial
Intelligence (AAAI-19
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