Survey Review ( IF 1.6 ) Pub Date : 2021-02-01 , DOI: 10.1080/00396265.2021.1878338 Ivandro Klein 1, 2 , Stefano Sampaio Suraci 3 , Leonardo Castro de Oliveira 3 , Vinicius Francisco Rofatto 4 , Marcelo Tomio Matsuoka 4, 5 , Sergio Baselga 6
The goal of this paper is to evaluate the outlier identification performance of iterative Data Snooping (IDS) and L1-norm in levelling networks by considering the redundancy of the network, number and size of the outliers. For this purpose, several Monte-Carlo experiments were conducted into three different levelling networks configurations. In addition, a new way to compare the results of IDS based on Least Squares (LS) residuals and robust estimators such as the L1-norm has also been developed and presented. From the perspective of analysis only according to the success rate, it is shown that L1-norm performs better than IDS for the case of networks with low redundancy , especially for cases where more than one outlier is present in the dataset. In the relationship between false positive rate and outlier identification success rate, however, IDS performs better than L1-norm, independently of the levelling network configuration, number and size of outliers.
中文翻译:
水平网络环境下基于蒙特卡罗模拟的迭代数据侦听和 L1 范数分析的尝试
本文的目的是通过考虑网络的冗余、异常值的数量和大小来评估迭代数据侦听 (IDS) 和 L 1范数在调平网络中的异常值识别性能。为此,在三种不同的调平网络配置中进行了几次蒙特卡罗实验。此外,还开发并提出了一种基于最小二乘 (LS) 残差和鲁棒估计量(例如 L 1范数)比较 IDS 结果的新方法。从仅根据成功率分析的角度来看,在低冗余网络的情况下,L 1 -norm 的性能优于 IDS,尤其是对于数据集中存在多个异常值的情况。然而,在误报率和异常值识别成功率之间的关系中,IDS 的表现优于 L 1 -norm,与调平网络配置、异常值的数量和大小无关。