Title
A simple sequential outlier detection with several residuals
Abstract
Outlier detection schemes have been used to identify the unwanted noise and this helps us to obtain underlying valuable signals and predicting the next state of the systems/signals. However, there are few researches on sequential outlier detection in time series although a lot of outlier detection algorithms arc developed in off-line systems. In this paper, we focus on the sequential (on-line) outlier detection schemes, that are based on the 'delete-replace' approach. We also demonstrate that three different types of residuals can be used to design the outlier detection scheme to achieve accurate sequential estimation: marginal residual, conditional residual, and contribution.
Year
Venue
Keywords
2015
European Signal Processing Conference
Outlier detection,Marginal residual,Conditional residual,Contribution
Field
DocType
ISSN
Anomaly detection,Signal processing,Residual,Time series,Pattern recognition,Computer science,Artificial intelligence,Sequential estimation,Trajectory
Conference
2076-1465
Citations 
PageRank 
References 
0
0.34
6
Authors
1
Name
Order
Citations
PageRank
Ji Won Yoon111223.94