• Title/Summary/Keyword: outlier imputation

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Multiple Imputation Reducing Outlier Effect using Weight Adjustment Methods (가중치 보정을 이용한 다중대체법)

  • Kim, Jin-Young;Shin, Key-Il
    • The Korean Journal of Applied Statistics
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    • v.26 no.4
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    • pp.635-647
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    • 2013
  • Imputation is a commonly used method to handle missing survey data. The performance of the imputation method is influenced by various factors, especially an outlier. The removal of the outlier in a data set is a simple and effective approach to reduce the effect of an outlier. In this paper in order to improve the precision of multiple imputation, we study a imputation method which reduces the effect of outlier using various weight adjustment methods that include the removal of an outlier method. The regression method in PROC/MI in SAS is used for multiple imputation and the obtained final adjusted weight is used as a weight variable to obtain the imputed values. Simulation studies compared the performance of various weight adjustment methods and Monthly Labor Statistic data is used for real data analysis.

A Multiple Imputation for Reducing Outlier Effect (이상점 영향력 축소를 통한 무응답 대체법)

  • Kim, Man-Gyeom;Shin, Key-Il
    • The Korean Journal of Applied Statistics
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    • v.27 no.7
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    • pp.1229-1241
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    • 2014
  • Most of sampling surveys have outliers and non-response missing values simultaneously. In that case, due to the effect of outliers, the result of imputation is not good enough to meet a given precision. To overcome this situation, outlier treatment should be conducted before imputation. In this paper in order for reducing the effect of outlier, we study outlier imputation methods and outlier weight adjustment methods. For the outlier detection, the method suggested by She and Owen (2011) is used. A small simulation study is conducted and for real data analysis, Monthly Labor Statistic and Briquette Consumption Survey Data are used.

Outlier Filtering and Missing Data Imputation Algorithm using TCS Data (TCS데이터를 이용한 이상치제거 및 결측보정 알고리즘 개발)

  • Do, Myung-Sik;Lee, Hyang-Mee;NamKoong, Seong
    • Journal of Korean Society of Transportation
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    • v.26 no.4
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    • pp.241-250
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    • 2008
  • With the ever-growing amount of traffic, there is an increasing need for good quality travel time information. Various existing outlier filtering and missing data imputation algorithms using AVI data for interrupted and uninterrupted traffic flow have been proposed. This paper is devoted to development of an outlier filtering and missing data imputation algorithm by using Toll Collection System (TCS) data. TCS travel time data collected from August to September 2007 were employed. Travel time data from TCS are made out of records of every passing vehicle; these data have potential for providing real-time travel time information. However, the authors found that as the distance between entry tollgates and exit tollgates increases, the variance of travel time also increases. Also, time gaps appeared in the case of long distances between tollgates. Finally, the authors propose a new method for making representative values after removal of abnormal and "noise" data and after analyzing existing methods. The proposed algorithm is effective.

On the use of weighted adaptive nearest neighbors for missing value imputation (가중 적응 최근접 이웃을 이용한 결측치 대치)

  • Yum, Yunjin;Kim, Dongjae
    • The Korean Journal of Applied Statistics
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    • v.31 no.4
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    • pp.507-516
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    • 2018
  • Widely used among the various single imputation methods is k-nearest neighbors (KNN) imputation due to its robustness even when a parametric model such as multivariate normality is not satisfied. We propose a weighted adaptive nearest neighbors imputation method that combines the adaptive nearest neighbors imputation method that accounts for the local features of the data in the KNN imputation method and weighted k-nearest neighbors method that are less sensitive to extreme value or outlier among k-nearest neighbors. We conducted a Monte Carlo simulation study to compare the performance of the proposed imputation method with previous imputation methods.

Extended KNN Imputation Based LOF Prediction Algorithm for Real-time Business Process Monitoring Method (실시간 비즈니스 프로세스 모니터링 방법론을 위한 확장 KNN 대체 기반 LOF 예측 알고리즘)

  • Kang, Bok-Young;Kim, Dong-Soo;Kang, Suk-Ho
    • The Journal of Society for e-Business Studies
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    • v.15 no.4
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    • pp.303-317
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    • 2010
  • In this paper, we propose a novel approach to fault prediction for real-time business process monitoring method using extended KNN imputation based LOF prediction. Existing rule-based approaches to process monitoring has some limitations like late alarm for fault occurrence or no indicators about real-time progress, since there exist unobserved attributes according to the monitoring phase during process executions. To improve these limitations, we propose an algorithm for LOF prediction by adopting the imputation method to assume unobserved attributes. LOF of ongoing instance is calculated by assuming next probable progresses after the monitoring phase, which is conducted during entire monitoring phases so that we can predict the abnormal termination of the ongoing instance. By visualizing the real-time progress in terms of the probability on abnormal termination, we can provide more proactive operations to opportunities or risks during the real-time monitoring.

Robust multiple imputation method for missings with boundary and outliers (한계와 이상치가 있는 결측치의 로버스트 다중대체 방법)

  • Park, Yousung;Oh, Do Young;Kwon, Tae Yeon
    • The Korean Journal of Applied Statistics
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    • v.32 no.6
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    • pp.889-898
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    • 2019
  • The problem of missing value imputation for variables in surveys that include item missing becomes complicated if outliers and logical boundary conditions between other survey items cannot be ignored. If there are outliers and boundaries in a variable including missing values, imputed values based on previous regression-based imputation methods are likely to be biased and not meet boundary conditions. In this paper, we approach these difficulties in imputation by combining various robust regression models and multiple imputation methods. Through a simulation study on various scenarios of outliers and boundaries, we find and discuss the optimal combination of robust regression and multiple imputation method.

On the Use of Weighted k-Nearest Neighbors for Missing Value Imputation (Weighted k-Nearest Neighbors를 이용한 결측치 대치)

  • Lim, Chanhui;Kim, Dongjae
    • The Korean Journal of Applied Statistics
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    • v.28 no.1
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    • pp.23-31
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    • 2015
  • A conventional missing value problem in the statistical analysis k-Nearest Neighbor(KNN) method are used for a simple imputation method. When one of the k-nearest neighbors is an extreme value or outlier, the KNN method can create a bias. In this paper, we propose a Weighted k-Nearest Neighbors(WKNN) imputation method that can supplement KNN's faults. A Monte-Carlo simulation study is also adapted to compare the WKNN method and KNN method using real data set.

Modified BLS Weight Adjustment (수정된 BLS 가중치보정법)

  • Park, Jung-Joon;Cho, Ki-Jong;Lee, Sang-Eun;Shin, Key-Il
    • Communications for Statistical Applications and Methods
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    • v.18 no.3
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    • pp.367-376
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    • 2011
  • BLS weight adjustment is a widely used method for business surveys with non-responses and outliers. Recent surveys show that the non-response weight adjustment of the BLS method is the same as the ratio imputation method. In this paper, we suggested a modified BLS weight adjustment method by imputing missing values instead of using weight adjustment for non-response. Monthly labor survey data is used for a small Monte-Carlo simulation and we conclude that the suggested method is superior to the original BLS weight adjustment method.

Data Cleansing Algorithm for reducing Outlier (데이터 오·결측 저감 정제 알고리즘)

  • Lee, Jongwon;Kim, Hosung;Hwang, Chulhyun;Kang, Inshik;Jung, Hoekyung
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2018.10a
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    • pp.342-344
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    • 2018
  • This paper shows the possibility to substitute statistical methods such as mean imputation, correlation coefficient analysis, graph correlation analysis for the proposed algorithm, and replace statistician for processing various abnormal data measured in the water treatment process with it. In addition, this study aims to model a data-filtering system based on a recent fractile pattern and a deep learning-based LSTM algorithm in order to improve the reliability and validation of the algorithm, using the open-sourced libraries such as KERAS, THEANO, TENSORFLOW, etc.

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A Big Data-Driven Business Data Analysis System: Applications of Artificial Intelligence Techniques in Problem Solving

  • Donggeun Kim;Sangjin Kim;Juyong Ko;Jai Woo Lee
    • The Journal of Bigdata
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    • v.8 no.1
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    • pp.35-47
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    • 2023
  • It is crucial to develop effective and efficient big data analytics methods for problem-solving in the field of business in order to improve the performance of data analytics and reduce costs and risks in the analysis of customer data. In this study, a big data-driven data analysis system using artificial intelligence techniques is designed to increase the accuracy of big data analytics along with the rapid growth of the field of data science. We present a key direction for big data analysis systems through missing value imputation, outlier detection, feature extraction, utilization of explainable artificial intelligence techniques, and exploratory data analysis. Our objective is not only to develop big data analysis techniques with complex structures of business data but also to bridge the gap between the theoretical ideas in artificial intelligence methods and the analysis of real-world data in the field of business.