Wednesday, 12 November 2025

Fast Algorithm for Outlier Detection in Time Series: Finding a Solution with a Minimum Amount of Rejected Measurement Data | Chapter 1 | Physical Science: New Insights and Developments Vol. 3

 

This study addresses the challenge of detecting coarse measurements (outliers) in time series data, a common issue in fields such as space geodynamics, geodesy, and other measurement-driven sciences. The proposed outlier detection algorithm solves two key problems: first, it finds a solution containing the maximum possible amount of measurement data remaining after detecting and removing outliers. Second, it requires the minimum possible number of arithmetic operations, estimated by the value O(NlogN), which cannot be improved in order N, to find a solution. To construct the algorithm, it was shown that the required solution should be sought in the ordered sequence of input data in the form of a set of consecutive numbers. The search for the set of maximum length is performed step by step, with the range of possible values of the set length being halved at each step.  The transition to one of the two halves is performed by checking the fulfilment of certain criteria, not for all possible values of lengths from the range under consideration, but only for its mid value. Testing the algorithm on real data obtained from laser rangefinder measurements showed the advantages of it over others, both in terms of time consumption and the amount of data remaining after detection and removal of outliers. The algorithm is robust and always finds a solution, if one exists. Its time efficiency is evident when cleaning a large amount of measurement data of outliers. It can be used for automated cleaning from outliers of observation data in information and measuring systems, in systems with artificial intelligence, as well as when solving various scientific, applied managerial and other problems using modern computer systems in order to obtain promptly the most accurate final result.

 

 

Author(s) Details

Igor V.Bezmenov
Russian Metrological Institute of Technical Physics and Radio Engineering, Mendeleevo, Moscow Region, Russia.

 

Please see the link:- https://doi.org/10.9734/bpi/psniad/v3/6424

 

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