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

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