Outlier Analysis

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Notes

Note that higher \(k\) -nearest neighbor distances indicate greater outlierness.

We say “almost,” because the very last distance computation for \(\overline \) may bring \(V(\overline )\) below \(L\) . This scenario is unusual, but might occasionally occur.

Most descriptions in the literature omit the first phase of sampling, which is very important for efficiency maximization. A number of implementations in time-series analysis [306] do order the data points more carefully but not with sampling.

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Authors and Affiliations

  1. IBM T.J. Watson Research Center, Yorktown Heights, New York, USA Charu C. Aggarwal
  1. Charu C. Aggarwal