Outlier detection in a circular regression model
Recently, there is strong interest on the subject of outlier problem in circular data. In this paper, we focus on detecting outliers in a circular regression model proposed by Down and Mardia. The basic properties of the model are available including the exact form of covariance matrix of the parame...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
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Universiti Kebangsaan Malaysia
2015
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| Online Access: | http://journalarticle.ukm.my/8988/1/15_Adzhar_Rambli.pdf |
| _version_ | 1796930889850028032 |
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| author | Adzhar Rambli, Rossita Mohamad Yunus, Ibrahim Mohamed, Abdul Ghapor Hussin, |
| author_facet | Adzhar Rambli, Rossita Mohamad Yunus, Ibrahim Mohamed, Abdul Ghapor Hussin, |
| author_sort | Adzhar Rambli, |
| collection | UKM |
| description | Recently, there is strong interest on the subject of outlier problem in circular data. In this paper, we focus on detecting outliers in a circular regression model proposed by Down and Mardia. The basic properties of the model are available including the exact form of covariance matrix of the parameters. Hence, we intend to identify outliers in the model by looking at the effect of the outliers on the covariance matrix. The method resembles closely the COVRATIO statistic for the case of linear regression problem. The corresponding critical values and the performance of the outlier detection procedure are studied via simulations. For illustration, we apply the procedure on the wind data set. |
| first_indexed | 2024-03-06T04:09:53Z |
| format | Article |
| id | ukm.eprints-8988 |
| institution | Universiti Kebangsaan Malaysia |
| language | English |
| last_indexed | 2024-03-06T04:09:53Z |
| publishDate | 2015 |
| publisher | Universiti Kebangsaan Malaysia |
| record_format | dspace |
| spelling | ukm.eprints-89882016-12-14T06:48:38Z http://journalarticle.ukm.my/8988/ Outlier detection in a circular regression model Adzhar Rambli, Rossita Mohamad Yunus, Ibrahim Mohamed, Abdul Ghapor Hussin, Recently, there is strong interest on the subject of outlier problem in circular data. In this paper, we focus on detecting outliers in a circular regression model proposed by Down and Mardia. The basic properties of the model are available including the exact form of covariance matrix of the parameters. Hence, we intend to identify outliers in the model by looking at the effect of the outliers on the covariance matrix. The method resembles closely the COVRATIO statistic for the case of linear regression problem. The corresponding critical values and the performance of the outlier detection procedure are studied via simulations. For illustration, we apply the procedure on the wind data set. Universiti Kebangsaan Malaysia 2015-07 Article PeerReviewed application/pdf en http://journalarticle.ukm.my/8988/1/15_Adzhar_Rambli.pdf Adzhar Rambli, and Rossita Mohamad Yunus, and Ibrahim Mohamed, and Abdul Ghapor Hussin, (2015) Outlier detection in a circular regression model. Sains Malaysiana, 44 (7). pp. 1027-1032. ISSN 0126-6039 http://www.ukm.my/jsm/malay_journals/jilid44bil7_2015/KandunganJilid44Bil7_2015.html |
| spellingShingle | Adzhar Rambli, Rossita Mohamad Yunus, Ibrahim Mohamed, Abdul Ghapor Hussin, Outlier detection in a circular regression model |
| title | Outlier detection in a circular regression model |
| title_full | Outlier detection in a circular regression model |
| title_fullStr | Outlier detection in a circular regression model |
| title_full_unstemmed | Outlier detection in a circular regression model |
| title_short | Outlier detection in a circular regression model |
| title_sort | outlier detection in a circular regression model |
| url | http://journalarticle.ukm.my/8988/1/15_Adzhar_Rambli.pdf |
| work_keys_str_mv | AT adzharrambli outlierdetectioninacircularregressionmodel AT rossitamohamadyunus outlierdetectioninacircularregressionmodel AT ibrahimmohamed outlierdetectioninacircularregressionmodel AT abdulghaporhussin outlierdetectioninacircularregressionmodel |