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Outlier detection and robust regression for correlated data
Ka-Veng Yuen; Gilberto A. Ortiz
2016-10-14
Source PublicationCOMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING
ISSN0045-7825
Volume313Pages:632-646
Abstract

Outlier detection has attracted considerable interest in various areas. Existing outlier detection methods usually assume independence of the modeling errors among the data points but this assumption does not hold in a number of applications. In this paper we propose a probabilistic method for outlier detection and robust updating of linear regression problems involving correlated data. First, suspicious data points will be identified using the minimum volume ellipsoid method and the maximum trimmed likelihood method. Then, the outlierness of each suspicious data point will be determined according to the proposed outlier probability in consideration of possible correlation among the data points. The proposed method is assessed and validated through simulated and real data. 

KeywordBayesian Inference Correlated Noise Maximum Likelihood Model Updating Outlier Detection
DOI10.1016/j.cma.2016.10.004
URLView the original
Indexed BySCIE
Language英語English
WOS Research AreaEngineering ; Mathematics ; Mechanics
WOS SubjectEngineering, Multidisciplinary ; Mathematics, Interdisciplinary Applications ; Mechanics
WOS IDWOS:000390740900026
PublisherELSEVIER SCIENCE SA
The Source to ArticleWOS
Scopus ID2-s2.0-84993978182
Fulltext Access
Citation statistics
Document TypeJournal article
CollectionFaculty of Science and Technology
Corresponding AuthorKa-Veng Yuen
AffiliationFaculty of Science and Technology, University of Macau, 999078, Macao, China
First Author AffilicationFaculty of Science and Technology
Corresponding Author AffilicationFaculty of Science and Technology
Recommended Citation
GB/T 7714
Ka-Veng Yuen,Gilberto A. Ortiz. Outlier detection and robust regression for correlated data[J]. COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING, 2016, 313, 632-646.
APA Ka-Veng Yuen., & Gilberto A. Ortiz (2016). Outlier detection and robust regression for correlated data. COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING, 313, 632-646.
MLA Ka-Veng Yuen,et al."Outlier detection and robust regression for correlated data".COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING 313(2016):632-646.
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