On-line outlier detection and data cleaning

Computers and Chemical Engineering

Volumn 28, Issue 9, 2004, Pages 1635-1647

  Liu, Hancong ^a   Shah, Sirish ^a   Jiang, Wei ^b  

^a UNIVERSITY OF ALBERTA   (Canada)

^b STEVENS INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

Breakdown point; Data filter cleaner; Data preprocessing; Outlier detection; Time series analysis

Indexed keywords

DATA REDUCTION; KALMAN FILTERING; MATHEMATICAL MODELS; STATISTICAL METHODS;

A PRIORI KNOWLEDGE; DATA CLEANING; OUTLIERS;

COMPUTER SCIENCE;

CONTROL SYSTEM;

ARTICLE; DATA ANALYSIS; ERROR; FILTER; INFORMATION PROCESSING; INTERMETHOD COMPARISON; OBSERVATION; ONLINE SYSTEM; PROCESS MODEL; THEORY; TIME;

EID: 2442589699     PISSN: 00981354     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.compchemeng.2004.01.009     Document Type: Article

References (25)

1. Albuquer J.S., Biegler L.T. Data reconciliation and gross-error detection for dynamic systems. American Institute of Chemical Engineering Journal. 42:1996;2841-2856
2. Barnett, V., & Lewies, T. (1994). Outliers in statistical data (3rd ed.) New York: Wiley.
3. Bianco, A.M., Garcia B.M., Martinez, E.J, & Yohai, V.J. (1996). Robust procedures for regression models with ARIMA errors. In COMPSTAT 96, Proceedings in Computational Statistics Part A (pp. 27-38). Berlin: Physica-Verlag.
4. Bianco A.M., Garcia, Ben M.G, Martinez E.J., Yohai V.J. Outlier detection in regression models with ARIMA errors using robust estimations. Journal of Forecasting. 20:2001;565-579
5. Box, G.E.P., Jenkins, G.M., & Reinsel, G.C. (1994). Time series modeling for statistical process control (3rd ed.). San Francisco, CA: Holden-Day.
6. Chang I., Tiao G.C., Chen C. Estimation of time series parameters in the presence of outliers. Technometrics. 30:1988;193-204
7. Chen C., Liu L.M. Forecasting time series with outliers. Journal of Forecast. 12:1993;13-35
8. Davies L., Gather U. The identification of multiple outliers. Journal of the American Statistical Association. 88:1993;782-792
9. Denby L., Martin R.D. Robust estimation of the first-order autoregressive parameter. Journal of the American Statistical Association. 88:1979;284-297
10. Fox A.J. Outliers in time series. Journal of Royal Statistics Society B. 34:1972;350-363
11. Hampel F.R. A general qualitative definition of robustness. Annals of Mathematics Statistics. 42:1971;1887-1896
12. Hampel F.R. The influence curve and its role in robust estimation. Journal of the American Statistical Association. 69:1974;382-393
13. Huber, P.J. (1981). Robust statistics. New York: John Wiley & Sons.
14. Maronna R.A. Robust M-estimators of multivariate location and scatter. The Annals of Statistics. 4:1976;51-67
15. Masreliez C.J., Martin R.D. Robust Bayesian estimation for the linear model and robustifying the Kalman filter. IEEE Transactions on Automatic Control. AC-22(3):1977;361-371
16. Martin, R.D. (1979). Robust estimation for time series autoregressions. In: Launer, R.L., Wilkinson, G.N. (Eds.). Robustness in Statistics (pp. 147-176). New York: Academic Press.
17. Martin R.D., Thomson D.J. Robust-resistant spectrum estimation. Proceeding of the IEEE. 70:1982;1097-1115
18. Nounou M.N., Bakshi B.R. On-line multiscale filtering of random and gross errors without process models. American Institute of Chemical Engineering Journal. 45:1999;1041-1058
19. Pandit, S.M., & Wu, S.M. (1990). Time series and system analysis with applications. Malabar, FL: Krieger Publishing Company.
20. Perarson R.K. Outliers in process modeling and identification. IEEE Transactions On Control Systems Technology. 10:2002;55-63
21. Rousseeuw P.J. Least median of square regression. Journal of the American Statistical Association. 79:1984;871-880
22. Rousseeuw, P.J., & Leroy, A.M. (1987). Robust regression and outlier detection. New York: Wiley.
23. Rousseeuw P.J., Driessen K.V. A fast algorithm for the minimum covariance determinant estimator. Technometrics. 41:1999;212-223
24. Tsay R.S. Outliers, level shifts, and variance changes in time series. Journal of Forecasting. 7:1988;1-20
25. Tsay R.S. Time series model specification in the presence of outliers. Journal of the American Statistical Association. 81:1996;132-141