Discussion of “ Multivariate functional outlier detection ” by Mia Hubert , Peter Rousseeuw and Pieter Segaert
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چکیده
Mia Hubert, Peter Rousseeuw and Pieter Segaert (subsequently HRS) are to be praised for having developed a visual and well applicable methodology of treating outliers in functional data. Their principal achievements include a systematics of functional outliers, novel visualizations and a measure of outlyingness (bagdistance), which nicely combines Euclidean distance with location depth. Most important, the authors offer a consequent multivariate view on the functions, either assuming genuinely multidimensional functions or considering multiple aspects of such functions. Several real-data examples illuminate the capacity and the possible output of the new procedures. Also, an R-package of the methodology is announced, which will be greatly welcomed. In the following remarks, I shall first try to put the new methodology into a broader context of outlier search. Then some specifics of functional data are discussed, which call for particular treatments. Third a refined approach is sketched that considers integrals over subintervals. Finally, I will address the use of different functional depth notions and the computational problems arising with them.
منابع مشابه
Discussion of "Multivariate Functional Outlier Detection", by Mia Hubert, Peter Rousseeuw and Pieter Segaert
We present a discussion of [2] — hereafter, HRS15 — that splits into two parts. In the first one, we argue that some structural properties of depth may, in some cases, limit its relevance for outlier detection. We also propose an alternative to bagdistances, which, while still based on depth, does not suffer from the same limitations. In the second part of the discussion, we investigate the pos...
متن کاملRejoinder to 'multivariate functional outlier detection'
First of all we would like to thank the editor, Professor Andrea Cerioli, for inviting us to submit our work and for requesting comments from some esteemed colleagues. We were surprised by the number of invited comments and grateful to their contributing authors, all of whom raised important points and/or offered valuable suggestions. We are happy for the opportunity to rejoin the discussion. R...
متن کاملDiscussion of "multivariate functional outlier detection" by M. Hubert, P. Rousseeuw and P. Segaert
I would like to congratulate M. Hubert, P. Rousseeuw and P. Segaert for this stimulating and useful work on outlier detection methods for multivariate functional data. They define and classify rigorously different types of functional outliers and propose several techniques for detecting them in multivariate functional data. These authors use the notion of data depth and distances derived from t...
متن کاملMultivariate functional outlier detection
Functional data are occurring more and more often in practice, and various statistical techniques have been developed to analyze them. In this paper we consider multivariate functional data, where for each curve and each time point a p-dimensional vector of measurements is observed. For functional data the study of outlier detection has started only recently, and was mostly limited to univariat...
متن کاملComments on: Multivariate functional outlier detection
First of all, we would like to congratulate M. Hubert, P. Rousseeuw and P. Segaert for this very interesting and stimulating work. It is clear that functional data are becoming ubiquitous in many disciplines and the development of appropriate statistical techniques is clearly needed. Moreover, outliers are very likely to occur in this type of data, where many measurements are taken by applying ...
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تاریخ انتشار 2015