Application of Transformed Prediction Ellipsoids for Outlier Detection in Multivariate Non-Gaussian Data

被引：2

作者：

Prykhodko, Sergiy ^{[1
]}

Makarova, Lidiia ^{[1
]}

Prykhodko, Kateryna ^{[2
]}

Pukhalevych, Andrii ^{[1
]}

机构：

[1] Admiral Makarov Natl Univ Shipbldg, Dept Software Automated Syst, Mykolaiv, Ukraine

[2] Admiral Makarov Natl Univ Shipbldg, Dept Informat Management Syst & Technol, Mykolaiv, Ukraine

来源：

15TH INTERNATIONAL CONFERENCE ON ADVANCED TRENDS IN RADIOELECTRONICS, TELECOMMUNICATIONS AND COMPUTER ENGINEERING (TCSET - 2020) | 2020年

关键词：

transformed prediction ellipsoid; multivariate non-Gaussian data; normalizing transformations; outliers detection;

D O I：

10.1109/TCSET49122.2020.235454

中图分类号：

TP301 [理论、方法];

学科分类号：

081202 ;

摘要：

The technique to construct a transformed prediction ellipsoid based on the bijective multivariate normalizing transformation of non-Gaussian random vector are offered. Application of the transformed prediction ellipsoids and a quantile of the Chi-Square distribution for detecting outliers in multivariate non-Gaussian data on the basis of univariate and multivariate normalizing transformations is considered. The example of outliers detection in the three-dimensional non-Gaussian source dataset is given.

引用

页码：359 / 362

页数：4

共 50 条

[1] Spatial Prediction for Multivariate Non-Gaussian Data
Liu, Xutong
Chen, Feng
Lu, Yen-Cheng
Lu, Chang-Tien
ACM TRANSACTIONS ON KNOWLEDGE DISCOVERY FROM DATA, 2017, 11 (03)
[2] DETECTION IN MULTIVARIATE NON-GAUSSIAN NOISE
WONG, BCY
BLAKE, IF
IEEE TRANSACTIONS ON COMMUNICATIONS, 1994, 42 (2-4) : 1672 - 1683
[3] DETECTION IN MULTIVARIATE NON-GAUSSIAN NOISE
WONG, BCY
BLAKE, IF
PROCEEDINGS OF THE 22ND CONFERENCE ON INFORMATION SCIENCES AND SYSTEMS, VOLS 1 & 2, 1988, : 590 - 595
[4] Implications of Multivariate Non-Gaussian Data Assimilation for Multiscale Weather Prediction
Poterjoy, Jonathan
MONTHLY WEATHER REVIEW, 2022, 150 (06) : 1475 - 1493
[5] Bayesian Outlier Detection in Non-Gaussian Autoregressive Time Series
Silva, Maria Eduarda
Pereira, Isabel
McCabe, Brendan
JOURNAL OF TIME SERIES ANALYSIS, 2019, 40 (05) : 631 - 648
[6] Application of the Squared Mahalanobis Distance for Detecting Outliers in Multivariate Non-Gaussian Data
Prykhodko, Sergiy
Prykhodko, Natalia
Makarova, Lidiia
Pukhalevych, Andrii
2018 14TH INTERNATIONAL CONFERENCE ON ADVANCED TRENDS IN RADIOELECTRONICS, TELECOMMUNICATIONS AND COMPUTER ENGINEERING (TCSET), 2018, : 962 - 965
[7] LOCALLY OPTIMAL DETECTION IN MULTIVARIATE NON-GAUSSIAN NOISE
MARTINEZ, AB
SWASZEK, PF
THOMAS, JB
IEEE TRANSACTIONS ON INFORMATION THEORY, 1984, 30 (06) : 815 - 822
[8] Application of non-Gaussian multidimensional autoregressive model for climate data prediction
Ewa Broszkiewicz-Suwaj
Agnieszka Wyłomańska
International Journal of Advances in Engineering Sciences and Applied Mathematics, 2021, 13 : 236 - 247
[9] Application of non-Gaussian multidimensional autoregressive model for climate data prediction
Broszkiewicz-Suwaj, Ewa
Wylomanska, Agnieszka
INTERNATIONAL JOURNAL OF ADVANCES IN ENGINEERING SCIENCES AND APPLIED MATHEMATICS, 2021, 13 (2-3) : 236 - 247
[10] A copula model for non-Gaussian multivariate spatial data
Krupskii, Pavel
Genton, Marc G.
JOURNAL OF MULTIVARIATE ANALYSIS, 2019, 169 : 264 - 277

← 1 2 3 4 5 →