December 2024
Beginner to intermediate
340 pages
12h 3m
English
book
Big Data, Data Mining and Data Science
by George Dimitoglou, Leonidas Deligiannidis, Hamid R. Arabnia
Content preview from Big Data, Data Mining and Data Science
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Methods and instrumentation
1 Identifying and estimating outliers in time series with nonstationary mean through multiobjective optimization method
Koki Kyo
Acknowledgment: This work was supported by a Grant-in-Aid for Scientific Research (C) (19K01583) from the Japan Society for the Promotion of Science.
Abstract
This study introduces a method for detecting and estimating outliers in nonstationary time series data . We begin by reviewing a decomposition technique to separate time series into trend and stationary components with outliers. A multiobjective optimization approach that combines the minimum ISU (index of symmetry and uniformity) and maximum likelihood AR modeling methods through a composite objective function is proposed. ...
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