Leave One Out Kernel Density Estimates for Outlier Detection
Plots outliers identified by lookout algorithm.
Plots outlier persistence for a range of significance levels.
Identifies bandwidth for outlier detection.
Identifies outliers in univariate time series using the algorithm look...
lookout: Leave One Out Kernel Density Estimates for Outlier Detection
Identifies outliers using the algorithm lookout.
Compute robust multivariate scaled data
Computes outlier persistence for a range of significance values.
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Outlier detection using leave-one-out kernel density estimates and extreme value theory. The bandwidth for kernel density estimates is computed using persistent homology, a technique in topological data analysis. Using peak-over-threshold method, a generalized Pareto distribution is fitted to the log of leave-one-out kde values to identify outliers.
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