2014
DOI: 10.1002/aic.14631
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An improved methodology for outlier detection in dynamic datasets

Abstract: A time series Kalman filter (TSKF) is proposed that successfully handles outlier detection in dynamic systems, where normal process changes often mask the existence of outliers. The TSKF method combines a time series model fitting procedure with a modified Kalman filter to deal with additive outlier and innovational outlier detection problems in dynamic process dataset. Compared with current outlier detection methods, the new method enjoys the following advantages: (a) no prior knowledge of the process model i… Show more

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Cited by 15 publications
(12 citation statements)
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“…The highly skewed right-sided tail is composed of statistically significant "outliers" identified using Tukey one-sided test (p = 0.0001). Further analyzing outliers creates an opportunity to identify variations affecting performance that might benefit from a change in the workflow [28][29][30][31]. Outliers were independently identified for 2 key phases of the approval process: (1) administrative review by staff; and (2) IRB committee review (see below).…”
Section: Time Required For Irb Approvalmentioning
confidence: 99%
“…The highly skewed right-sided tail is composed of statistically significant "outliers" identified using Tukey one-sided test (p = 0.0001). Further analyzing outliers creates an opportunity to identify variations affecting performance that might benefit from a change in the workflow [28][29][30][31]. Outliers were independently identified for 2 key phases of the approval process: (1) administrative review by staff; and (2) IRB committee review (see below).…”
Section: Time Required For Irb Approvalmentioning
confidence: 99%
“…where p s is the solution of L( , X) − L( , X|Y) = , and C β s is the MILC mentioned in Equation (11). By using Taylor series expansion, the equation L( , X) − L( , X|Y) = can be expressed approximately as follows:…”
Section: Binary Symmetric Matrixmentioning
confidence: 99%
“…To some degree, probabilistic events attract different interests according to their probability. For example, considering that small probability events hidden in massive data contain more semantic importance [9][10][11][12][13], people usually pay more attention to the rare events (rather than the common events) and design the corresponding strategies of their information representation and processing in many applications including outliers detection in the Internet of Things (IoT), smart cities and autonomous driving [14][15][16][17][18][19][20][21][22]. Therefore, the probabilistic events processing has special values in the information technology based on semantics analysis of message importance.…”
Section: Introductionmentioning
confidence: 99%
“…The second step is to filter the observed signal. The standard discrete Kalman filter algorithm is summarized as follows [22,23]…”
Section: Dynamic Filtering Algorithmmentioning
confidence: 99%