• Title/Summary/Keyword: 이상치 분석

Search Result 2,454, Processing Time 0.027 seconds

Time Series Analysis of Agricultural Reservoir Water Level Data for Abnormal Behavior Detection (농업용 저수지 이상거동 탐지를 위한 시계열 수위자료 특성 분석)

  • Lee, Sung Hack;Lee, Sang Hyun;Hong, Min Ki;Cho, Jin Young
    • Proceedings of the Korea Water Resources Association Conference
    • /
    • 2015.05a
    • /
    • pp.275-275
    • /
    • 2015
  • 최근 기후변화에 따른 극한 강우사상의 증가로 인하여 농업용 저수지의 재해 위험도가 증가하고 있는 추세이며, 사고가 발생할 때 마다 파손/붕괴된 시설물을 보수하는 대응형 유지관리체계에서 벗어나 기반시설의 성능과 생애주기 등을 고려하여 재해 발생을 사전에 예보 및 경보를 알릴 수 있는 예방적 관리체계로의 전환이 필요하다. 한국농어촌공사는 전국 1,500개 저수지에서 10분 단위 수위자료를 측정하고 있으며, 이를 분석하여 재해예방에 활용할 수 있는 기반이 조성되어 있으나 이에 대한 관리가 이루어지지 않고 있고 수집된 자료를 활용하여 재해 징후를 분석할 수 있는 재해 예방적 분석기술이 마련되어 있지 않은 실정이다. 본 연구에서는 농업용 저수지 수위자료를 이용한 저수지 이상거동을 판별하기 위하여 전국 34개 한국농어촌공사 관할 저수의 시계열 수위자료의 특성(Feature)을 분석하고자 한다. 시계열 자료의 시계열 특성을 분석하기 위하여 한국농어촌공사 관할의 전국 34개 저수지를 선정하여 분석을 실시하였다. 대상저수지는 지역별, 저수용량, 안정등급, 붕괴발생, 1개 지사관할 저수지로 각각 구분하여 선정하였으며, 각 저수지의 수위 측정기간(최소 5개년)에 대한 자료를 수집하였다. 농업용 저수지의 시계열 수위 자료의 특성을 분석하기 위하여 자료의 전처리를 수행하였다. 자료의 전처리는 시계열 수위자료의 잡음 특성, 기상자료 관련 변동특성 등 분류(Classification)에 영향을 미치는 노이즈 요소를 제거하는 과정이다. 전처리과정을 거친 자료는 특징(Feature) 추출 과정을 거치게 되고, 추출된 특징의 적합성에 따라 분류 알고리듬 성능에 많은 영향을 미친다. 따라서 시계열 자료의 특성을 파악하고 특징을 추출하는 것은 이상치 탐지에 있어 매우 중요한 과정이다. 본 연구에서는 시계열 자료 특징 추출 방법으로 물리적인 한계치, 확률적인 문턱값(Threshold), 시계열 패턴, 주변 저수지와의 시계열 상관분석 등을 적용하였으며, 이를 데이터베이스로 구축하여 이후 분류알고리듬 학습에 적용하여 정상치와 이상치를 판별하는데 이용될 수 있도록 하였다. 따라서 본 연구에서 제시되는 농업용 저수지의 시계열 특성은 다양한 분류알고리듬에 적용할 수 있으며, 이를 통하여 저수지 이상거동 판별을 위한 최적을 분류알고리듬의 선택에 도움이 될 것이다.

  • PDF

Outlier Detection Based on MapReduce for Analyzing Big Data (대용량 데이터 분석을 위한 맵리듀스 기반의 이상치 탐지)

  • Hong, Yejin;Na, Eunhee;Jung, Yonghwan;Kim, Yangwoo
    • Journal of Internet Computing and Services
    • /
    • v.18 no.1
    • /
    • pp.27-35
    • /
    • 2017
  • In near future, IoT data is expected to be a major portion of Big Data. Moreover, sensor data is expected to be major portion of IoT data, and its' research is actively carried out currently. However, processed results may not be trusted and used if outlier data is included in the processing of sensor data. Therefore, method for detection and deletion of those outlier data before processing is studied in this paper. Moreover, we used Spark which is memory based distributed processing environment for fast processing of big sensor data. The detection and deletion of outlier data consist of four stages, and each stage is implemented with Mapper and Reducer operation. The proposed method is compared in three different processing environments, and it is expected that the outlier detection and deletion performance is best in the distributed Spark environment as data volume is increasing.

Robust tests for heteroscedasticity using outlier detection methods (이상치 탐지법을 이용한 강건 이분산 검정)

  • Seo, Han Son;Yoon, Min
    • The Korean Journal of Applied Statistics
    • /
    • v.29 no.3
    • /
    • pp.399-408
    • /
    • 2016
  • There is a need to detect heteroscedasticity in a regression analysis; however, it invalidates the standard inference procedure. The diagnostics on heteroscedasticity may be distorted when both outliers and heteroscedasticity exist. Available heteroscedasticity detection methods in the presence of outliers usually use robust estimators or separating outliers from the data. Several approaches have been suggested to identify outliers in the heteroscedasticity problem. In this article conventional tests on heteroscedasticity are modified by using a sequential outlier detection methods to separate outliers from contaminated data. The performance of the proposed method is compared with original tests by a Monte Carlo study and examples.

회귀분석을 위한 로버스트 신경망

  • 황창하;김상민;박희주
    • Communications for Statistical Applications and Methods
    • /
    • v.4 no.2
    • /
    • pp.327-332
    • /
    • 1997
  • 다층 신경망은 비모수 회귀함수 추정의 한 방법이다. 다충 신경망을 학습시키기 위해 역전파 알고리즘이 널리 사용되고 있다. 그러나 이 알고리즘은 이상치에 매우 민감하여 이상치를 포함하고 있는 자료에 대하여 원하지 않는 회귀함수를 추정한다. 본 논문에서는 통계물리에서 자주 사용하는 방법을 이용하여 로버스트 역전파 알고리즘을 제안하고 수학적으로 신경망과 매우 유사한 PRP(projection pursuit regression) 방법, 일반적인 역전파 알고리즘과 모의실험을 통해 비교 분석한다.

  • PDF

Anomaly Detection in Livestock Environmental Time Series Data Using LSTM Autoencoders: A Comparison of Performance Based on Threshold Settings (LSTM 오토인코더를 활용한 축산 환경 시계열 데이터의 이상치 탐지: 경계값 설정에 따른 성능 비교)

  • Se Yeon Chung;Sang Cheol Kim
    • Smart Media Journal
    • /
    • v.13 no.4
    • /
    • pp.48-56
    • /
    • 2024
  • In the livestock industry, detecting environmental outliers and predicting data are crucial tasks. Outliers in livestock environment data, typically gathered through time-series methods, can signal rapid changes in the environment and potential unexpected epidemics. Prompt detection and response to these outliers are essential to minimize stress in livestock and reduce economic losses for farmers by early detection of epidemic conditions. This study employs two methods to experiment and compare performances in setting thresholds that define outliers in livestock environment data outlier detection. The first method is an outlier detection using Mean Squared Error (MSE), and the second is an outlier detection using a Dynamic Threshold, which analyzes variability against the average value of previous data to identify outliers. The MSE-based method demonstrated a 94.98% accuracy rate, while the Dynamic Threshold method, which uses standard deviation, showed superior performance with 99.66% accuracy.

A survey on unsupervised subspace outlier detection methods for high dimensional data (고차원 자료의 비지도 부분공간 이상치 탐지기법에 대한 요약 연구)

  • Ahn, Jaehyeong;Kwon, Sunghoon
    • The Korean Journal of Applied Statistics
    • /
    • v.34 no.3
    • /
    • pp.507-521
    • /
    • 2021
  • Detecting outliers among high-dimensional data encounters a challenging problem of screening the variables since relevant information is often contained in only a few of the variables. Otherwise, when a number of irrelevant variables are included in the data, the distances between all observations tend to become similar which leads to making the degree of outlierness of all observations alike. The subspace outlier detection method overcomes the problem by measuring the degree of outlierness of the observation based on the relevant subsets of the entire variables. In this paper, we survey recent subspace outlier detection techniques, classifying them into three major types according to the subspace selection method. And we summarize the techniques of each type based on how to select the relevant subspaces and how to measure the degree of outlierness. In addition, we introduce some computing tools for implementing the subspace outlier detection techniques and present results from the simulation study and real data analysis.

Performance Comparison of Anomaly Detection Algorithms: in terms of Anomaly Type and Data Properties (이상탐지 알고리즘 성능 비교: 이상치 유형과 데이터 속성 관점에서)

  • Jaeung Kim;Seung Ryul Jeong;Namgyu Kim
    • Journal of Intelligence and Information Systems
    • /
    • v.29 no.3
    • /
    • pp.229-247
    • /
    • 2023
  • With the increasing emphasis on anomaly detection across various fields, diverse anomaly detection algorithms have been developed for various data types and anomaly patterns. However, the performance of anomaly detection algorithms is generally evaluated on publicly available datasets, and the specific performance of each algorithm on anomalies of particular types remains unexplored. Consequently, selecting an appropriate anomaly detection algorithm for specific analytical contexts poses challenges. Therefore, in this paper, we aim to investigate the types of anomalies and various attributes of data. Subsequently, we intend to propose approaches that can assist in the selection of appropriate anomaly detection algorithms based on this understanding. Specifically, this study compares the performance of anomaly detection algorithms for four types of anomalies: local, global, contextual, and clustered anomalies. Through further analysis, the impact of label availability, data quantity, and dimensionality on algorithm performance is examined. Experimental results demonstrate that the most effective algorithm varies depending on the type of anomaly, and certain algorithms exhibit stable performance even in the absence of anomaly-specific information. Furthermore, in some types of anomalies, the performance of unsupervised anomaly detection algorithms was observed to be lower than that of supervised and semi-supervised learning algorithms. Lastly, we found that the performance of most algorithms is more strongly influenced by the type of anomalies when the data quantity is relatively scarce or abundant. Additionally, in cases of higher dimensionality, it was noted that excellent performance was exhibited in detecting local and global anomalies, while lower performance was observed for clustered anomaly types.

Derivation and Application of In uence Function in Discriminant Analysis for Three Groups (세 집단 판별분석 상황에서의 영향함수 유도 및 그 응용)

  • Lee, Hae-Jung;Kim, Hong-Gie
    • The Korean Journal of Applied Statistics
    • /
    • v.24 no.5
    • /
    • pp.941-949
    • /
    • 2011
  • The influence function is used to develop criteria to detect outliers in discriminant analysis. We derive the influence function of observations that estimate the the misclassification probability in discriminant analysis for three groups. The proposed measures are applied to the facial image data to define outliers and redo the discriminant analysis excluding the outliers. The study proves that the derived influence function is more efficient than using the discriminant probability approach.

An Outlier Detection Method in Penalized Spline Regression Models (벌점 스플라인 회귀모형에서의 이상치 탐지방법)

  • Seo, Han Son;Song, Ji Eun;Yoon, Min
    • The Korean Journal of Applied Statistics
    • /
    • v.26 no.4
    • /
    • pp.687-696
    • /
    • 2013
  • The detection and the examination of outliers are important parts of data analysis because some outliers in the data may have a detrimental effect on statistical analysis. Outlier detection methods have been discussed by many authors. In this article, we propose to apply Hadi and Simonoff's (1993) method to penalized spline a regression model to detect multiple outliers. Simulated data sets and real data sets are used to illustrate and compare the proposed procedure to a penalized spline regression and a robust penalized spline regression.

A Study on Outlier Detection Method for Financial Time Series Data (재무 시계열 자료의 이상치 탐지 기법 연구)

  • Ha, M.H.;Kim, S.
    • The Korean Journal of Applied Statistics
    • /
    • v.23 no.1
    • /
    • pp.41-47
    • /
    • 2010
  • In this paper, we show the performance evaluation of outlier detection methods based on the GARCH model. We first introduce GARCH model and the methods of outlier detection in the GARCH model. The results of small simulation and the real KOSPI data show the out-performance of the outlier detection method over the traditional method in the GARCH model.