1 code implementation • 5 Aug 2020 • Joachim Schreurs, Iwein Vranckx, Mia Hubert, Johan A. K. Suykens, Peter J. Rousseeuw
The minimum regularized covariance determinant method (MRCD) is a robust estimator for multivariate location and scatter, which detects outliers by fitting a robust covariance matrix to the data.
no code implementations • 28 Jul 2020 • Jakob Raymaekers, Peter J. Rousseeuw, Mia Hubert
A classification method first processes a training set of objects with given classes (labels), with the goal of afterward assigning new objects to one of these classes.
no code implementations • 28 Aug 2017 • Peter J. Rousseeuw, Domenico Perrotta, Marco Riani, Mia Hubert
Time series often contain outliers and level shifts or structural changes.
Computation
no code implementations • 31 Jul 2017 • Peter J. Rousseeuw, Mia Hubert
Real data often contain anomalous cases, also known as outliers.