• KSII Transactions on Internet and Information Systems (TIIS)
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• v.9 no.3
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• pp.1173-1192
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• 2015

The Support Vector Data Description (SVDD) has achieved great success in anomaly detection, directly finding the optimal ball with a minimal radius and center, which contains most of the target data. The SVDD has some limited classification capability, because the hyper-sphere, even in feature space, can express only a limited region of the target class. This paper presents an anomaly detection algorithm for mitigating the limitations of the conventional SVDD by finding the minimum volume enclosing ellipsoid in the feature space. To evaluate the performance of the proposed approach, we tested it with intrusion detection applications. Experimental results show the prominence of the proposed approach for anomaly detection compared with the standard SVDD.

• Communications for Statistical Applications and Methods
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• v.18 no.6
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• pp.761-770
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• 2011

Robust principal components regression is suggested to deal with both the multicollinearity and outlier problem. A main aspect of the robust principal components regression is the selection of an optimal set of principal components. Instead of the eigenvalue of the sample covariance matrix, a selection criterion is developed based on the condition index of the minimum volume ellipsoid estimator which is highly robust against leverage points. In addition, the least trimmed squares estimation is employed to cope with regression outliers. Monte Carlo simulation results indicate that the proposed criterion is superior to existing ones.

• 제어로봇시스템학회:학술대회논문집
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• 1987.10a
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• pp.791-796
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• 1987

In this paper, an efficient algorithm to estimate the volume and surface area from ultrasonic imaging and a reconstruction algorithm to generate three-dimensional graphics are presented. The computing efficiency is Improved by using the graph theory and the algorithm to determine proper contour points is performed by applying several tolerances. The search for contour points is limited by the change in curvature in order to provide an efficient search of the minimum cost path. These algorithms are applied to a selected mathematical model of ellipsoid. The results show that the measured value of the volume and surface area for the tolerances of 1.0005, 1.001 and 1.002 approximate to the measured values for the tolerance of 1.000 resulting in small errors. The reconstructed 3-dimensional Images are sparse and consist of larger triangular tiles between two cross sections as tolerance is increased.

• Journal of Korean Society for Quality Management
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• v.29 no.1
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• pp.1-10
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• 2001

We consider the problem of detecting special variations in multivariate $T^2$-control chart when two or more multivariate outliers are present. Since a multivariate outlier may reflect slippage in mean, variance, or correlation, it can distort the sample mean vector and sample covariance matrix. Damaged sample mean vector and sample covariance matrix have difficulty in examining special variations clearly, An alternative to detection outliers or special variations is to use robust estimators of mean vector and covariance matrix that are less sensitive to extreme observations than are the standard estimators $\bar{x}$ and $\textbf{S}$. We applied popular minimum volume ellipsoid(MVE) and minimum covariance determinant(MCD) method to estimate mean vector and covariance matrix and compared its results with standard $T^2$-control chart using simulated multivariate data with outliers. We found that the modified $T^2$-control chart based on the above robust methods were more effective in detecting special variations clearly than the standard $T^2$-control chart.

• Communications for Statistical Applications and Methods
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• v.13 no.1
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• pp.29-38
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• 2006

We proposed a procedure for detecting of multiple outliers in multivariate data. Rousseeuw and van Zomeren (1990) have suggested the robust distance $RD_i$ by using the Resampling Algorithm. But $RD_i$ are based on the assumption that X is in the general position.(X is said to be in the general position when every subsample of size p+1 has rank p) From the practical points of view, this is clearly unrealistic. In this paper, we proposed a computing method for approximating MVE, which is not subject to these problems. The procedure is easy to compute, and works well even if subsample is singular or nearly singular matrix.

• Communications for Statistical Applications and Methods
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• v.7 no.1
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• pp.225-232
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• 2000

The linear and quadratic discrimination functions based on normal theory are widely used to classify an observation to one of predefined groups. But the discriminant functions are sensitive to outliers. A high breakdown procedure to estimate location and scatter of multivariate data is the minimum volume ellipsoid or MVE estimator To obtain high breakdown classifiers outliers in multivariate data are detected by using the robust Mahalanobis distance based on MVE estimators and the weighted estimators are inserted in the functions for classification. A samll-sample MOnte Carlo study shows that the high breakdown robust procedures perform better than the classical classifiers.

• Journal of the Korean Society for Precision Engineering
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• v.13 no.4
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• pp.109-121
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• 1996

This paper presents how the input forces along the prismatic joints of a parallel manipulator are transmitted to the upper platform. In order to consider force transmission and moment transmission seperately the Jacobian matrix for parallel manipulators is splitted into two parts. Magnitudes of input forces on the six actuators at a given manipulator configuration which generate maximum/minimum output force with no moment generated on the platform are obtained through the singular value decomposition of a matrix involving the Jacobian. Similarly the directions of the input forces to obtain only the rotation of the platform have been analyzed. Using the singular values a simple equation for the volume of ellipsoid which is a good tool for manipulability measure is provided. Obtained results could be useful in determinimg design parameters like radius of plaform, angles between joints, etc. Simulations are porvided.

• The Korean Journal of Applied Statistics
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• v.15 no.2
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• pp.269-279
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• 2002

We considered the problem for confirmation of multiple outliers and leverage points. Identification of multiple outliers and leverage points is difficult because of the masking effect and swamping effect. Rousseeuw and van Zomeren(1990) identified multiple outliers and leverage points by using the Least Median of Squares and Minimum Value of Ellipsoids which are high-breakdown robust estimators. But their methods tend to declare too many observations as extremes. Atkinson(1987) suggested a method for confirming of outliers and Fung(1993) pointed out Atkinson method's limitation and proposed another method by using the add-back model. But we analyzed that Fung's method is affected by adjacent effect. In this thesis, we proposed one procedure for confirmation of outliers and leverage points and compared three example with Fung's method.

• The Korean Journal of Applied Statistics
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• v.22 no.6
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• pp.1355-1364
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• 2009

This work propose a robust test for location parameters in multivariate data based on MVE and MCD with the affine equivariance and the high-breakdown properties. We consider the hypothesis testing satisfying high efficiency and high test power simultaneously to bring in the one-step reweighting procedure upon high-breakdown estimators, which generally suffer from the low efficiency and, as a result, usually used only in the exploratory analysis. Monte Carlo study shows that the suggested method retains nominal significance levels and higher testing power without regard to various population distributions than a Hotelling's $T^2$ test. In an example, a data set containing known outliers does not make an influence toward our proposal, while it renders a Hotelling's $T^2$ useless.