Evaluation of robust outlier detection methods for zero-inflated complex data
Autor:innen
Autor:in (Körperschaft)
Publikationsdatum
2019
Typ der Arbeit
Studiengang
Sammlung
Typ
01A - Beitrag in wissenschaftlicher Zeitschrift
Herausgeber:innen
Herausgeber:in (Körperschaft)
Betreuer:in
Übergeordnetes Werk
Journal of Applied Statistics
Themenheft
DOI der Originalpublikation
Link
Reihe / Serie
Reihennummer
Jahrgang / Band
47
Ausgabe / Nummer
7
Seiten / Dauer
1144-1167
Patentnummer
Verlag / Herausgebende Institution
Taylor & Francis
Verlagsort / Veranstaltungsort
London
Auflage
Version
Programmiersprache
Abtretungsempfänger:in
Praxispartner:in/Auftraggeber:in
Zusammenfassung
Outlier detection can be seen as a pre-processing step for locating data points in a data sample, which do not conform to the majority of observations. Various techniques and methods for outlier detection can be found in the literature dealing with different types of data. However, many data sets are inflated by true zeros and, in addition, some components/variables might be of compositional nature. Important examples of such data sets are the Structural Earnings Survey, the Structural Business Statistics, the European Statistics on Income and Living Conditions, tax data or – as in this contribution – household expenditure data which are used, for example, to estimate the Purchase Power Parity of a country.
In this work, robust univariate and multivariate outlier detection methods are compared by a complex simulation study that considers various challenges included in data sets, namely structural (true) zeros, missing values, and compositional variables. These circumstances make it difficult or impossible to flag true outliers and influential observations by well-known outlier detection methods.
Our aim is to assess the performance of outlier detection methods in terms of their effectiveness to identify outliers when applied to challenging data sets such as the household expenditures data surveyed all over the world. Moreover, different methods are evaluated through a close-to-reality simulation study. Differences in performance of univariate and multivariate robust techniques for outlier detection and their shortcomings are reported. We found that robust multivariate methods outperform robust univariate methods. The best performing methods in finding the outliers and in providing a low false discovery rate were found to be the generalized S estimators (GSE), the BACON-EEM algorithm and a compositional method (CoDa-Cov). In addition, these methods performed also best when the outliers are imputed based on the corresponding outlier detection method and indicators are estimated from the data sets.
Schlagwörter
Fachgebiet (DDC)
330 - Wirtschaft
510 - Mathematik
510 - Mathematik
Veranstaltung
Startdatum der Ausstellung
Enddatum der Ausstellung
Startdatum der Konferenz
Enddatum der Konferenz
Datum der letzten Prüfung
ISBN
ISSN
1360-0532
0266-4763
0266-4763
Sprache
Englisch
Während FHNW Zugehörigkeit erstellt
Nein
Zukunftsfelder FHNW
Publikationsstatus
Veröffentlicht
Begutachtung
Peer-Review der ganzen Publikation
Open Access-Status
Gold
Lizenz
Zitation
TEMPL, Matthias, Johannes GUSSENBAUER und Peter FILZMOSER, 2019. Evaluation of robust outlier detection methods for zero-inflated complex data. Journal of Applied Statistics. 2019. Bd. 47, Nr. 7, S. 1144–1167. DOI 10.1080/02664763.2019.1671961. Verfügbar unter: https://doi.org/10.26041/fhnw-11057