2 research outputs found

    Methodology for outlier detection in k-dimensional space

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    ΠŸΡ€Π΅Π΄ΠΌΠ΅Ρ‚ ΠΈΡΡ‚Ρ€Π°ΠΆΠΈΠ²Π°ΡšΠ° ΠΎΠ²Π΅ докторскС Π΄ΠΈΡΠ΅Ρ€Ρ‚Π°Ρ†ΠΈΡ˜Π΅ јС Ρ„ΠΎΡ€ΠΌΠΈΡ€Π°ΡšΠ΅ ΠΌΠ΅Ρ‚ΠΎΠ΄ΠΎΠ»ΠΎΠ³ΠΈΡ˜Π΅ Π·Π° ΠΎΡ‚ΠΊΡ€ΠΈΠ²Π°ΡšΠ΅ ΠΌΡƒΠ»Ρ‚ΠΈΠ²Π°Ρ€ΠΈΡ˜Π°Ρ†ΠΈΠΎΠ½ΠΈΡ… нСстандардних ΠΎΠΏΡΠ΅Ρ€Π²Π°Ρ†ΠΈΡ˜Π° ΠΊΡ€ΠΎΠ· ΡƒΠ½Π°ΠΏΡ€Π΅Ρ’Π΅ΡšΠ΅ ΠΌΠ΅Ρ‚ΠΎΠ΄Π΅ Π˜Π²Π°Π½ΠΎΠ²ΠΈΡ›Π΅Π²ΠΎΠ³ ΠΎΠ΄ΡΡ‚ΠΎΡ˜Π°ΡšΠ°. ΠžΡ‚ΠΊΡ€ΠΈΠ²Π°ΡšΠ΅ нСстандардних ΠΎΠΏΡΠ΅Ρ€Π²Π°Ρ†ΠΈΡ˜Π° Ρƒ k-Π΄ΠΈΠΌΠ΅Π½Π·ΠΈΠΎΠ½ΠΎΠΌ простору јС подјСднако Π²Π°ΠΆΠ½ΠΎ ΠΊΠ°ΠΎ ΠΈ ΡšΠΈΡ…ΠΎΠ²ΠΎ ΠΎΡ‚ΠΊΡ€ΠΈΠ²Π°ΡšΠ΅ Ρƒ јСдној димСнзији. Под појмом β€žΠ½Π΅ΡΡ‚Π°Π½Π΄Π°Ρ€Π΄Π½Π° ΠΎΠΏΡΠ΅Ρ€Π²Π°Ρ†ΠΈΡ˜Π°β€ сС ΠΏΠΎΠ΄Ρ€Π°Π·ΡƒΠΌΠ΅Π²Π° ΠΎΠ½Π° ΠΎΠΏΡΠ΅Ρ€Π²Π°Ρ†ΠΈΡ˜Π° која јС Π½Π° Π½Π΅ΠΊΠΈ Π½Π°Ρ‡ΠΈΠ½ нСконзистСнтна са прСосталима ΠΈΠ· посматраног скупа. ΠžΡ‚ΠΊΡ€ΠΈΠ²Π°ΡšΠ΅ ΠΌΡƒΠ»Ρ‚ΠΈΠ²Π°Ρ€ΠΈΡ˜Π°Ρ†ΠΈΠΎΠ½ΠΈΡ… нСстандардних ΠΎΠΏΡΠ΅Ρ€Π²Π°Ρ†ΠΈΡ˜Π° сС Π½Π°Ρ˜Ρ‡Π΅ΡˆΡ›Π΅ спроводи ΠΊΠΎΡ€ΠΈΡˆΡ›Π΅ΡšΠ΅ΠΌ ΠΌΠ΅Ρ‚ΠΎΠ΄Π΅ ΠœΠ°Ρ…Π°Π»Π°Π½ΠΎΠ±ΠΈΡΠΎΠ²ΠΎΠ³ ΠΎΠ΄ΡΡ‚ΠΎΡ˜Π°ΡšΠ°. Π˜Π²Π°Π½ΠΎΠ²ΠΈΡ›Π΅Π²ΠΎ ΠΎΠ΄ΡΡ‚ΠΎΡ˜Π°ΡšΠ΅ сС користи Ρƒ Ρ†ΠΈΡ™Ρƒ ΠΌΠ΅Ρ€Π΅ΡšΠ° ΠΈΠ½Ρ‚Π΅Π½Π·ΠΈΡ‚Π΅Ρ‚Π° Π½Π΅ΠΊΠ΅ појавС, ΠΊΠΎΡ€ΠΈΡˆΡ›Π΅ΡšΠ΅ΠΌ Π²Π΅Ρ›Π΅Π³ Π±Ρ€ΠΎΡ˜Π° ΠΈΠ·Π°Π±Ρ€Π°Π½ΠΈΡ… ΠΈΠ½Π΄ΠΈΠΊΠ°Ρ‚ΠΎΡ€Π°. Π£Π½Π°ΠΏΡ€Π΅Ρ’Π΅Π½Π° ΠΌΠ΅Ρ‚ΠΎΠ΄Π° Π˜Π²Π°Π½ΠΎΠ²ΠΈΡ›Π΅Π²ΠΎΠ³ ΠΎΠ΄ΡΡ‚ΠΎΡ˜Π°ΡšΠ° тСстира Π·Π½Π°Ρ‡Π°Ρ˜Π½ΠΎΡΡ‚ сваког ΠΎΠ΄ посматраних ΠΈΠ½Π΄ΠΈΠΊΠ°Ρ‚ΠΎΡ€Π° ΠΊΠΎΡ€ΠΈΡˆΡ›Π΅ΡšΠ΅ΠΌ ΠΎΠ΄Π³ΠΎΠ²Π°Ρ€Π°Ρ˜ΡƒΡ›Π΅ F статистикС. ΠšΡ€ΠΎΠ· ΡƒΠΏΠΎΡ‚Ρ€Π΅Π±Ρƒ дСфинисаних ΠΏΡ€ΠΎΡ†Π΅Π΄ΡƒΡ€Π° Π·Π° Π΅Π»ΠΈΠΌΠΈΠ½Π°Ρ†ΠΈΡ˜Ρƒ ΠΈ/ΠΈΠ»ΠΈ ΡΠ΅Π»Π΅ΠΊΡ†ΠΈΡ˜Ρƒ ΠΈΠ½Π΄ΠΈΠΊΠ°Ρ‚ΠΎΡ€Π°, Π½ΠΎΠ²Π° ΠΌΠ΅Ρ‚ΠΎΠ΄Π° Ρ‚Π΅ΠΆΠΈ Ρ„ΠΎΡ€ΠΌΠΈΡ€Π°ΡšΡƒ β€žΠΎΠΏΡ‚ΠΈΠΌΠ°Π»Π½ΠΎΠ³β€ скупа ΠΈΠ½Π΄ΠΈΠΊΠ°Ρ‚ΠΎΡ€Π°, Ρ€Π΅Π΄ΡƒΠΊΡƒΡ˜ΡƒΡ›ΠΈ Π΄ΠΈΠΌΠ΅Π½Π·ΠΈΡ˜Ρƒ посматраног комплСксног ΠΏΡ€ΠΎΠ±Π»Π΅ΠΌΠ°. ΠœΠ΅Ρ‚ΠΎΠ΄Π° ΡΠ΅ΠΊΠ²Π΅Π½Ρ†ΠΈΡ˜Π°Π»Π½ΠΎΠ³ Π˜Π²Π°Π½ΠΎΠ²ΠΈΡ›Π΅Π²ΠΎΠ³ ΠΎΠ΄ΡΡ‚ΠΎΡ˜Π°ΡšΠ° ΡƒΠ·ΠΈΠΌΠ° Ρƒ ΠΎΠ±Π·ΠΈΡ€ дискриминациону ΠΌΠΎΡ› сваког ΠΎΠ΄ ΠΊΠΎΡ€ΠΈΡˆΡ›Π΅Π½ΠΈΡ… ΠΈΠ½Π΄ΠΈΠΊΠ°Ρ‚ΠΎΡ€Π°. Π£ складу с Ρ‚ΠΈΠΌ, Ρ„ΠΎΡ€ΠΌΠΈΡ€Π° сС Ρ˜Π΅Π΄ΠΈΠ½ΡΡ‚Π²Π΅Π½Π° врСдност ΠΎΠ΄ΡΡ‚ΠΎΡ˜Π°ΡšΠ° Π·Π° сваку ΠΎΠΏΡΠ΅Ρ€Π²Π°Ρ†ΠΈΡ˜Ρƒ ΠΈΠ· посматраног скупа. Π Π΅Π·ΡƒΠ»Ρ‚Π°Ρ‚ΠΈ ΠΈΡΡ‚Ρ€Π°ΠΆΠΈΠ²Π°ΡšΠ° ΠΏΠΎΠΊΠ°Π·Π°Π»ΠΈ су Π΄Π° сС ΠΎΠ²Π° ΠΌΠ΅Ρ‚ΠΎΠ΄Π° ΠΌΠΎΠΆΠ΅ ΡƒΡΠΏΠ΅ΡˆΠ½ΠΎ користити Π·Π° ΠΎΡ‚ΠΊΡ€ΠΈΠ²Π°ΡšΠ΅ ΠΌΡƒΠ»Ρ‚ΠΈΠ²Π°Ρ€ΠΈΡ˜Π°Ρ†ΠΈΠΎΠ½ΠΈΡ… нСстандардних ΠΎΠΏΡΠ΅Ρ€Π²Π°Ρ†ΠΈΡ˜Π°.The subject of this doctoral dissertation is the development of the methodology for detecting multivariate outliers through the modification of the IvanoviΔ‡ (I-distance) distance method. Detecting outliers in the k-dimensional space is as important as detecting them in a single dimension. The term outlier refers to the observation which is in some way inconsistent with the rest of the observations in a data set. Multivariate outliers are most commonly detected using the Mahalanobis distance method. I-distance is used to measure the intensity of an occurrence, using a number of selected indicators. An improved method of I-distance tests the significance of each of the observed indicators using the appropriate F statistics. Through defined procedures for the elimination and /or selection of indicators, the new method seeks to form an optimal set of indicators, while reducing the dimension of the complex problem at hand. The stepwise I-distance method takes into account the discriminatory power of each of the indicators used. Accordingly, a unique I-distance value is formed for each observation from the observed set. The research results show that this method can be used to detect multivariate outliers
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