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Directional outlyingness for multivariate functional data

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  • Dai, Wenlin
  • Genton, Marc G.

Abstract

The direction of outlyingness is crucial to describing the centrality of multivariate functional data. Motivated by this idea, classical depth is generalized to directional outlyingness for functional data. Theoretical properties of functional directional outlyingness are investigated and the total outlyingness can be naturally decomposed into two parts: magnitude outlyingness and shape outlyingness which represent the centrality of a curve for magnitude and shape, respectively. This decomposition serves as a visualization tool for the centrality of curves. Furthermore, an outlier detection procedure is proposed based on functional directional outlyingness. This criterion applies to both univariate and multivariate curves and simulation studies show that it outperforms competing methods. Weather and electrocardiogram data demonstrate the practical application of our proposed framework.

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  • Dai, Wenlin & Genton, Marc G., 2019. "Directional outlyingness for multivariate functional data," Computational Statistics & Data Analysis, Elsevier, vol. 131(C), pages 50-65.
    • Handle: RePEc:eee:csdana:v:131:y:2019:i:c:p:50-65
    DOI: 10.1016/j.csda.2018.03.017
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    Cited by:

    1. Qiu, Zhiping & Chen, Jianwei & Zhang, Jin-Ting, 2021. "Two-sample tests for multivariate functional data with applications," Computational Statistics & Data Analysis, Elsevier, vol. 157(C).
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    3. Oluwasegun Taiwo Ojo & Antonio Fernández Anta & Rosa E. Lillo & Carlo Sguera, 2022. "Detecting and classifying outliers in big functional data," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 16(3), pages 725-760, September.
    4. Zhuo Qu & Wenlin Dai & Marc G. Genton, 2021. "Robust functional multivariate analysis of variance with environmental applications," Environmetrics, John Wiley & Sons, Ltd., vol. 32(1), February.
    5. Ojo, Oluwasegun Taiwo & Fernández Anta, Antonio & Genton, Marc G. & Lillo Rodríguez, Rosa Elvira, 2022. "Multivariate Functional Outlier Detection using the FastMUOD Indices," DES - Working Papers. Statistics and Econometrics. WS 35665, Universidad Carlos III de Madrid. Departamento de Estadística.
    6. Marc G. Genton & Ying Sun, 2019. "Comments on: Data science, big data and statistics," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 28(2), pages 338-341, June.
    7. Xurxo Rigueira & María Araújo & Javier Martínez & Paulino José García-Nieto & Iago Ocarranza, 2022. "Functional Data Analysis for the Detection of Outliers and Study of the Effects of the COVID-19 Pandemic on Air Quality: A Case Study in Gijón, Spain," Mathematics, MDPI, vol. 10(14), pages 1-27, July.
    8. Antonio Elías & Raúl Jiménez & J. E. Yukich, 2023. "Localization processes for functional data analysis," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 17(2), pages 485-517, June.
    9. Boente, Graciela & Parada, Daniela, 2023. "Robust estimation for functional quadratic regression models," Computational Statistics & Data Analysis, Elsevier, vol. 187(C).
    10. Archimbaud, Aurore & Boulfani, Fériel & Gendre, Xavier & Nordhausen, Klaus & Ruiz-Gazen, Anne & Virta, Joni, 2021. "ICS for multivariate functional anomaly detection with applications to predictive maintenance and quality control," TSE Working Papers 21-1182, Toulouse School of Economics (TSE), revised Mar 2022.
    11. Dai, Wenlin & Mrkvička, Tomáš & Sun, Ying & Genton, Marc G., 2020. "Functional outlier detection and taxonomy by sequential transformations," Computational Statistics & Data Analysis, Elsevier, vol. 149(C).
    12. Amovin-Assagba, Martial & Gannaz, Irène & Jacques, Julien, 2022. "Outlier detection in multivariate functional data through a contaminated mixture model," Computational Statistics & Data Analysis, Elsevier, vol. 174(C).

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