Outlier Detection Method for Time Series Based on the Rate of Signal Change

CHEN Jiao; PAN Tian-hong; ZHANG Ming

Journal of Beijing University of Technology > 2014 > 40(7): 992-995.

CHEN Jiao, PAN Tian-hong, ZHANG Ming. Outlier Detection Method for Time Series Based on the Rate of Signal Change[J]. Journal of Beijing University of Technology, 2014, 40(7): 992-995.

Citation:

CHEN Jiao, PAN Tian-hong, ZHANG Ming. Outlier Detection Method for Time Series Based on the Rate of Signal Change[J]. Journal of Beijing University of Technology, 2014, 40(7): 992-995.

Citation:

CHEN Jiao, PAN Tian-hong, ZHANG Ming. Outlier Detection Method for Time Series Based on the Rate of Signal Change[J]. Journal of Beijing University of Technology, 2014, 40(7): 992-995.

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Outlier Detection Method for Time Series Based on the Rate of Signal Change

1. Changzhou College of Information Technology, Changzhou 213164, Jiangsu, China;
2. School of Electrical & Information Engineering,Jiangsu University, Zhenjiang 212013, Jiangsu, China;
3. Nanjing Mennekes Electric Appliance Co.,Ltd., Nanjing 211100, China

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Received Date: March 09, 2013
Available Online: January 10, 2023

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Abstract

To eliminate the influence of outlier for system identification and improve the effect of data preprocessing in time serials, a simple and fast outlier detection and recovering algorithm was presented in this paper. The proposed algorithm, which included the variation rate of signal calculation, statistical parameters estimation, the position of outlier identification, and signal recovering based on interpolation, combined the “rate of signal variation”and statistic theory.Resultsshow that the proposed algorithm has the benefits of simpleness, effectiveness and low computational cost and can be satisfied for the demand of data preprocessing in time series.
- time series,
- statistical analysis,
- outlier detection,
- normal distribution

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