Outlier

scalation.modeling.Outlier
trait Outlier

The Outlier trait specifies an outlier detection operation to be defined by the objects implementing it, i.e., DistanceOutlier - outlier = beyond 'STDEV_CUTOFF' units from mean QuantileOutlier - outlier = in the 'PERCENTILE' tails of the distribution QuartileOutlier - outlier = 'X_MULTIPLIER' times beyond the middle two quartiles Leaving extreme values in datasets that are highly unlikely to represent legitimate values will reduce the quality of models. However, removing legitimate extreme values will only make the model appear to be good, and it may fail in the real world.

Attributes

See also

Imputation as an alternative to removal of outliers

Graph
Supertypes
class Object
trait Matchable
class Any
Known subtypes

Members list

Value members

Abstract methods

def calcBounds(y: VectorD, factor: Double): (Double, Double)

Calculate the lower and upper bound for acceptable values for vector y.

Calculate the lower and upper bound for acceptable values for vector y.

Value parameters

factor

the factor used in computing the bound (method dependent)

y

the vector with the possible outlier values

Attributes

Concrete methods

def findOutliers(y: VectorD, bounds: (Double, Double)): Set[Int]

Find/detect all outliers in vector y outside the bounds and return their element indices.

Find/detect all outliers in vector y outside the bounds and return their element indices.

Value parameters

bounds

the acceptable lower and upper bounds for element values

y

the vector with the possible outlier values

Attributes

def removeOutliers(y: VectorD, toRemove: Set[Int]): VectorD

Remove all outliers from vector y specified by indices in toRemove.

Remove all outliers from vector y specified by indices in toRemove.

Value parameters

toRemove

the indices of elements to be removed

y

the vector with the possible outlier values

Attributes

def removeOutliers(x: MatrixD, y: VectorD, toRemove: Set[Int]): (MatrixD, VectorD)

Remove all outliers from matrix x and vector y specified by indices in toRemove.

Remove all outliers from matrix x and vector y specified by indices in toRemove.

Value parameters

toRemove

the indices of elements to be removed

x

the predictor matrix: y = f(x)

y

the vector with the possible outlier values

Attributes

Concrete fields

protected val flaw: (String, String) => Boolean