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Dimension Reduction For Outlier Detection Using DOBIN

Sevvandi Kandanaarachchi (sevvandi.kandanaarachchi@monash.edu) and Rob Hyndman

No 17/19, Monash Econometrics and Business Statistics Working Papers from Monash University, Department of Econometrics and Business Statistics

Abstract: This paper introduces DOBIN, a new approach to select a set of basis vectors tailored for outlier detection. DOBIN has a solid mathematical foundation and can be used as a dimension reduction tool for outlier detection tasks. We demonstrate the effectiveness of DOBIN on an extensive data repository, by comparing the performance of outlier detection methods using DOBIN and other bases. We further illustrate the utility of DOBIN as an outlier visualization tool. The R package dobin implements this basis construction.

Keywords: outlier detection; dimension reduction; outlier visualization; basis vectors (search for similar items in EconPapers)
JEL-codes: C14 C38 C88 (search for similar items in EconPapers)
Pages: 29
Date: 2019
New Economics Papers: this item is included in nep-ecm and nep-ore
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