Theory and Algorithms Commons^™

An Outlier Detection Algorithm Based On Cross-Correlation Analysis For Time Series Dataset, Hui Lu, Yaxian Liu, Zongming Fei, Chongchong Guan

Computer Science Faculty Publications

Outlier detection is a very essential problem in a variety of application areas. Many detection methods are deficient for high-dimensional time series data sets containing both isolated and assembled outliers. In this paper, we propose an Outlier Detection method based on Cross-correlation Analysis (ODCA). ODCA consists of three key parts. They are data preprocessing, outlier analysis, and outlier rank. First, we investigate a linear interpolation method to convert assembled outliers into isolated ones. Second, a detection mechanism based on the cross-correlation analysis is proposed for translating the high-dimensional data sets into 1-D cross-correlation function, according to which the isolated outlier …