2013
DOI: 10.5539/ijsp.v2n3p101
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A New Algorithm for Detecting Outliers in Linear Regression

Abstract: In this paper, we present a new algorithm for detecting multiple outliers in linear regression. The algorithm is based on a non-iterative robust covariance matrix and concentration steps used in LTS estimation. A robust covariance matrix is constructed to calculate Mahalanobis distances of independent variables which are then used as weights in weighted least squares estimation. A few concentration steps are then performed using the observations that have smallest residuals. We generate random data sets for n … Show more

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Cited by 21 publications
(6 citation statements)
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“…In the paper [ 42 ] such an approach was used to detect anomalies in the phasor measurement units (PMU) of multivariate streaming. On the other hand, in the paper [ 43 ] a linear regression was used to detect anomalies. Furthermore, kernel density estimation-based methods were used as outlier detection approaches [ 44 ].…”
Section: Related Workmentioning
confidence: 99%
“…In the paper [ 42 ] such an approach was used to detect anomalies in the phasor measurement units (PMU) of multivariate streaming. On the other hand, in the paper [ 43 ] a linear regression was used to detect anomalies. Furthermore, kernel density estimation-based methods were used as outlier detection approaches [ 44 ].…”
Section: Related Workmentioning
confidence: 99%
“…The earliest studies on outlier detection date back to the 1960s, when researchers considered outliers to be noise and not to contain any valuable information. However, “one person's noise may be another person's signal” 12 , in-depth analysis of outliers can reveal information of significant value hidden in the data 13 .…”
Section: Related Workmentioning
confidence: 99%
“…The key difference is that parametric methods assume that the data come from a parametric distribution, so that fitting such a distribution amounts to learning the parameters of the assumed parametric distribution. Common parametric methods for OD include using Gaussian mixture models (GMM) [41] and linear regression [42]. In contrast, nonparametric methods do not assume a parametric model for the data.…”
Section: Statistical Modelsmentioning
confidence: 99%