An outlier detection algorithm based on cross-correlation analysis for time series dataset

Hui Lu, Yaxian Liu, Zongming Fei, Chongchong Guan

Research output: Contribution to journalArticlepeer-review

42 Scopus citations

Abstract

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 is determined. Finally, a multilevel Otsu's method is adopted to help us select the rank thresholds adaptively and output the abnormal samples at different levels. To illustrate the effectiveness of the ODCA algorithm, four experiments are performed using several high-dimensional time series data sets, which include two small-scale sets and two large-scale sets. Furthermore, we compare the proposed algorithm with the detection methods based on wavelet analysis, bilateral filtering, particle swarm optimization, auto-regression, and extreme learning machine. In addition, we discuss the robustness of the ODCA algorithm. The statistical results show that the ODCA algorithm is much better than existing mainstream methods in both effectiveness and time complexity.

Original languageEnglish
Article number8466868
Pages (from-to)53593-53610
Number of pages18
JournalIEEE Access
Volume6
DOIs
StatePublished - Sep 15 2018

Bibliographical note

Publisher Copyright:
© 2013 IEEE.

Keywords

  • Outlier detection
  • assembled outliers
  • cross-correlation analysis
  • multilevel Otsu's method
  • time series dataset

ASJC Scopus subject areas

  • General Computer Science
  • General Materials Science
  • General Engineering
  • Electrical and Electronic Engineering

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