Residential College | false |
Status | 已發表Published |
Outlier detection and robust regression for correlated data | |
Ka-Veng Yuen; Gilberto A. Ortiz | |
2016-10-14 | |
Source Publication | COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING |
ISSN | 0045-7825 |
Volume | 313Pages: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. |
Keyword | Bayesian Inference Correlated Noise Maximum Likelihood Model Updating Outlier Detection |
DOI | 10.1016/j.cma.2016.10.004 |
URL | View the original |
Indexed By | SCIE |
Language | 英語English |
WOS Research Area | Engineering ; Mathematics ; Mechanics |
WOS Subject | Engineering, Multidisciplinary ; Mathematics, Interdisciplinary Applications ; Mechanics |
WOS ID | WOS:000390740900026 |
Publisher | ELSEVIER SCIENCE SA |
The Source to Article | WOS |
Scopus ID | 2-s2.0-84993978182 |
Fulltext Access | |
Citation statistics | |
Document Type | Journal article |
Collection | Faculty of Science and Technology |
Corresponding Author | Ka-Veng Yuen |
Affiliation | Faculty of Science and Technology, University of Macau, 999078, Macao, China |
First Author Affilication | Faculty of Science and Technology |
Corresponding Author Affilication | Faculty 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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