MAHALANOBIS DISTANCE AND ITS APPLICATION FOR DETECTING MULTIVARIATE OUTLIERS

被引：123
作者：
Ghorbani, Hamid [1 ]
机构：
[1] Univ Kashan, Dept Stat, Fac Math Sci, Kashan 8731753153, Iran
来源：
FACTA UNIVERSITATIS-SERIES MATHEMATICS AND INFORMATICS | 2019年 / 34卷 / 03期
关键词：
Mahalanobis distance; multivariate normal distribution; multivariate outliers; outlier detection; IDENTIFICATION;
D O I：
10.22190/FUMI1903583G
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
While methods of detecting outliers is frequently implemented by statisticians when analyzing univariate data, identifying outliers in multivariate data pose challenges that univariate data do not. In this paper, after short reviewing some tools for univariate outliers detection, the Mahalanobis distance, as a famous multivariate statistical distances, and its ability to detect multivariate outliers are discussed. As an application the univariate and multivariate outliers of a real data set has been detected using R software environment for statistical computing.
引用
收藏
页码：583 / 595
页数：13
相关论文
共 50 条
  • [21] A method for detecting globally distributed defects by using learning with Mahalanobis distance
    Seimitsu Kogaku Kaishi, 2009, 2 (262-266): : 262 - 266
  • [22] Robust Multivariate Shewhart Control Chart Based on the Stahel-Donoho Robust Estimator and Mahalanobis Distance for Multivariate Outlier Detection
    Raji, Ishaq Adeyanju
    Abbas, Nasir
    Abujiya, Mu'azu Ramat
    Riaz, Muhammad
    MATHEMATICS, 2021, 9 (21)
  • [23] The Mahalanobis distance
    De Maesschalck, R
    Jouan-Rimbaud, D
    Massart, DL
    CHEMOMETRICS AND INTELLIGENT LABORATORY SYSTEMS, 2000, 50 (01) : 1 - 18
  • [24] A robust distance-based approach for detecting multidimensional outliers
    Lakshmi, R.
    Sajesh, T. A.
    JOURNAL OF APPLIED STATISTICS, 2024,
  • [25] Mahalanobis Distance Based Multivariate Outlier Detection to Improve Performance of Hypertension Prediction
    Khongorzul Dashdondov
    Mi-Hye Kim
    Neural Processing Letters, 2023, 55 : 265 - 277
  • [26] Wavelet Based Multivariate Signal Denoising Using Mahalanobis Distance and EDF Statistics
    Naveed, Khuram
    Rehman, Naveed Ur
    IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2020, 68 (68) : 5997 - 6010
  • [27] Mahalanobis Distance Based Multivariate Outlier Detection to Improve Performance of Hypertension Prediction
    Dashdondov, Khongorzul
    Kim, Mi-Hye
    NEURAL PROCESSING LETTERS, 2023, 55 (01) : 265 - 277
  • [28] Detecting an Anomalous Traffic Attack Area based on Entropy Distribution and Mahalanobis Distance
    Bayarjargal, Dolgormaa
    Cho, Gihwan
    INTERNATIONAL JOURNAL OF SECURITY AND ITS APPLICATIONS, 2014, 8 (02): : 87 - 94
  • [29] The Application of Mahalanobis Distance Based on the Ridge Estimation in Data with Multicollinearity
    Tao, Jian-Bo
    Cheng, Long-Sheng
    INTERNATIONAL CONFERENCE ON MECHANICS AND CONTROL ENGINEERING (MCE 2015), 2015, : 344 - 349
  • [30] A hybrid feedforward neural network algorithm for detecting outliers in non-stationary multivariate time series
    Vishwakarma, Gajendra K.
    Paul, Chinmoy
    Elsawah, A. M.
    EXPERT SYSTEMS WITH APPLICATIONS, 2021, 184
12345