Data Transformation Technique to Improve the Outlier Detection Power of Grubbs’ Test for Data Expected to Follow Linear Relation

Grubbs test (extreme studentized deviate test, maximum normed residual test) is used in various fields to identify outliers in a data set, which are ranked in the order of x1≤x2≤x3≤⋯≤xn  (i=1,2,3,…,n). However, ranking of data eliminates the actual sequence of a data series, which is an important fa...

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Main Authors: K. K. L. B. Adikaram, M. A. Hussein, M. Effenberger, T. Becker
Format: Article
Language:English
Published: Wiley 2015-01-01
Series:Journal of Applied Mathematics
Online Access:http://dx.doi.org/10.1155/2015/708948
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author K. K. L. B. Adikaram
M. A. Hussein
M. Effenberger
T. Becker
author_facet K. K. L. B. Adikaram
M. A. Hussein
M. Effenberger
T. Becker
author_sort K. K. L. B. Adikaram
collection DOAJ
description Grubbs test (extreme studentized deviate test, maximum normed residual test) is used in various fields to identify outliers in a data set, which are ranked in the order of x1≤x2≤x3≤⋯≤xn  (i=1,2,3,…,n). However, ranking of data eliminates the actual sequence of a data series, which is an important factor for determining outliers in some cases (e.g., time series). Thus in such a data set, Grubbs test will not identify outliers correctly. This paper introduces a technique for transforming data from sequence bound linear form to sequence unbound form (y=c). Applying Grubbs test to the new transformed data set detects outliers more accurately. In addition, the new technique improves the outlier detection capability of Grubbs test. Results show that, Grubbs test was capable of identifing outliers at significance level 0.01 after transformation, while it was unable to identify those prior to transforming at significance level 0.05.
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institution Kabale University
issn 1110-757X
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language English
publishDate 2015-01-01
publisher Wiley
record_format Article
series Journal of Applied Mathematics
spelling doaj-art-47d7b36b271346409db7025fbb82600f2025-02-03T06:08:32ZengWileyJournal of Applied Mathematics1110-757X1687-00422015-01-01201510.1155/2015/708948708948Data Transformation Technique to Improve the Outlier Detection Power of Grubbs’ Test for Data Expected to Follow Linear RelationK. K. L. B. Adikaram0M. A. Hussein1M. Effenberger2T. Becker3Group Bio-Process Analysis Technology, Technische Universität München, Weihenstephaner Steig 20, 85354 Freising, GermanyGroup Bio-Process Analysis Technology, Technische Universität München, Weihenstephaner Steig 20, 85354 Freising, GermanyInstitut für Landtechnik und Tierhaltung, Vöttinger Straße 36, 85354 Freising, GermanyGroup Bio-Process Analysis Technology, Technische Universität München, Weihenstephaner Steig 20, 85354 Freising, GermanyGrubbs test (extreme studentized deviate test, maximum normed residual test) is used in various fields to identify outliers in a data set, which are ranked in the order of x1≤x2≤x3≤⋯≤xn  (i=1,2,3,…,n). However, ranking of data eliminates the actual sequence of a data series, which is an important factor for determining outliers in some cases (e.g., time series). Thus in such a data set, Grubbs test will not identify outliers correctly. This paper introduces a technique for transforming data from sequence bound linear form to sequence unbound form (y=c). Applying Grubbs test to the new transformed data set detects outliers more accurately. In addition, the new technique improves the outlier detection capability of Grubbs test. Results show that, Grubbs test was capable of identifing outliers at significance level 0.01 after transformation, while it was unable to identify those prior to transforming at significance level 0.05.http://dx.doi.org/10.1155/2015/708948
spellingShingle K. K. L. B. Adikaram
M. A. Hussein
M. Effenberger
T. Becker
Data Transformation Technique to Improve the Outlier Detection Power of Grubbs’ Test for Data Expected to Follow Linear Relation
Journal of Applied Mathematics
title Data Transformation Technique to Improve the Outlier Detection Power of Grubbs’ Test for Data Expected to Follow Linear Relation
title_full Data Transformation Technique to Improve the Outlier Detection Power of Grubbs’ Test for Data Expected to Follow Linear Relation
title_fullStr Data Transformation Technique to Improve the Outlier Detection Power of Grubbs’ Test for Data Expected to Follow Linear Relation
title_full_unstemmed Data Transformation Technique to Improve the Outlier Detection Power of Grubbs’ Test for Data Expected to Follow Linear Relation
title_short Data Transformation Technique to Improve the Outlier Detection Power of Grubbs’ Test for Data Expected to Follow Linear Relation
title_sort data transformation technique to improve the outlier detection power of grubbs test for data expected to follow linear relation
url http://dx.doi.org/10.1155/2015/708948
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AT meffenberger datatransformationtechniquetoimprovetheoutlierdetectionpowerofgrubbstestfordataexpectedtofollowlinearrelation
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