Arbeitspapier

The identification of multiple outliers in online monitoring data

We present a robust graphical procedure for routine detection of isolated and patchy outliers in univariate time series. This procedure is suitable for retrospective as well as for online identification of outliers. It is based on a phase space reconstruction of the time series which allows to regard the time series as a multivariate sample with identically distributed but non independent observations. Thus, multivariate outlier identifiers can be transferred into the context of time series which is done here. Some applications to online monitoring data from intensive care are given.

Language
Englisch

Bibliographic citation
Series: Technical Report ; No. 1999,29

Subject
Multivariate sample
online monitoring
outlier identification
phase space reconstruction
process control
time series

Event
Geistige Schöpfung
(who)
Bauer, Marcus
Gather, Ursula
Imhoff, Michael
Event
Veröffentlichung
(who)
Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
(where)
Dortmund
(when)
1999

Handle
Last update
10.03.2025, 11:43 AM CET

Data provider

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Object type

  • Arbeitspapier

Associated

  • Bauer, Marcus
  • Gather, Ursula
  • Imhoff, Michael
  • Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen

Time of origin

  • 1999

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