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Related Concept Videos

Quantifying and Rejecting Outliers: The Grubbs Test01:02

Quantifying and Rejecting Outliers: The Grubbs Test

Sometimes, a data set can have a recorded numerical observation that greatly  deviates from the rest of the data. Assuming that the data is normally distributed, a statistical method called the Grubbs test can be used to determine whether the observation is truly an outlier.  To perform a two-tailed Grubbs test, first, calculate the absolute difference between the outlier and the mean. Then, calculate the ratio between this difference and the standard deviation of the sample. This number is...
Outliers and Influential Points01:08

Outliers and Influential Points

An outlier is an observation of data that does not fit the rest of the data. It is sometimes called an extreme value. When you graph an outlier, it will appear not to fit the pattern of the graph. Some outliers are due to mistakes (for example, writing down 50 instead of 500), while others may indicate that something unusual is happening. Outliers are present far from the least squares line in the vertical direction. They have large "errors," where the "error" or residual is the vertical...
What Are Outliers?01:12

What Are Outliers?

Outliers are observed data points that are far from the least squares line. They have unusual values and need to be examined carefully. Though an outlier may result from erroneous data, at other times, it may hold valuable information about the population under study and should be included in the data. Hence, it is crucial to examine what causes a data point to be an outlier.
The z score is used to find outliers or unusual values. It should be noted that any values beyond -2 and +2 are...
Detection of Gross Error: The Q Test01:00

Detection of Gross Error: The Q Test

When one or more data points appear far from the rest of the data, there is a need to determine whether they are outliers and whether they should be eliminated from the data set to ensure an accurate representation of the measured value. In many cases, outliers arise from gross errors (or human errors) and do not accurately reflect the underlying phenomenon. In some cases, however, these apparent outliers reflect true phenomenological differences. In these cases, we can use statistical methods...
Per-Unit Sequence Models01:26

Per-Unit Sequence Models

An ideal Y-Y transformer, grounded through neutral impedances, displays per-unit sequence networks akin to those of a single-phase ideal transformer when subjected to balanced positive- or negative-sequence currents. These currents do not produce neutral currents, and their associated voltage drops.
Zero-sequence currents, which are identical in magnitude and phase, generate a neutral current, resulting in voltage drops across the neutral impedance and the low-voltage winding. If the...
Modified Boxplots00:57

Modified Boxplots

A standard box and whisker plot informs us about the spread of the data in a given sample. One can identify the minimum value, maximum value, first quartile value, second quartile or median value, and third quartile.
However, the box plot does not tell the reader about outliers - values that lie far from the center of the data. We can modify the standard box and whisker plot to identify the outliers and visualize the actual spread of the data in a sample.
Initially, we calculate the adjusted...

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Related Experiment Videos

Robust sequential data modeling using an outlier tolerant hidden Markov model.

Sotirios P Chatzis1, Dimitrios I Kosmopoulos, Theodora A Varvarigou

  • 1Center for Computational Science, University of Miami, Coral Gables, FL 33146, USA. soteri0s@me.com

IEEE Transactions on Pattern Analysis and Machine Intelligence
|July 4, 2009
PubMed
Summary
This summary is machine-generated.

This study introduces a novel hidden Markov model using Student's t-mixture models, offering a robust alternative to Gaussian mixture models for sequential data analysis. The new model handles untypical data better, improving sequential data modeling applications.

Related Experiment Videos

Area of Science:

  • Machine Learning
  • Statistical Modeling

Background:

  • Hidden Markov Models (HMMs) with Gaussian Mixture Models (GMMs) are standard for sequential data.
  • GMMs are sensitive to outliers, limiting their robustness in real-world data.
  • Student's t-mixture models offer a robust, heavier-tailed alternative to GMMs.

Purpose of the Study:

  • Introduce a novel HMM incorporating finite mixtures of multivariate Student's t-densities.
  • Address the limitations of GMM-based HMMs in handling non-typical data.
  • Enhance sequential data modeling and classification capabilities.

Main Methods:

  • Developed a novel Hidden Markov Model (HMM) with Student's t-mixture distributions.
  • Derived a maximum likelihood estimation algorithm for model parameters.
  • Considered full, diagonal, and factor-analyzed covariance matrices for Student's t-densities.

Main Results:

  • The proposed Student's t-mixture HMM demonstrates superior robustness compared to traditional GMM-based HMMs.
  • Experimental results validate the model's effectiveness in sequential data modeling applications.
  • The model successfully handles untypical data points, a key limitation of GMMs.

Conclusions:

  • The novel Student's t-mixture HMM is a more robust and effective approach for sequential data modeling.
  • This model overcomes the sensitivity to outliers inherent in Gaussian mixture models.
  • The findings suggest broader applicability of this robust HMM in various data analysis tasks.