4.3 Article

Rank-based outlier detection

Journal

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION
Volume 83, Issue 3, Pages 518-531

Publisher

TAYLOR & FRANCIS LTD
DOI: 10.1080/00949655.2011.621124

Keywords

outlier detection; ranking; neighbourhood sets

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We propose a new approach for outlier detection, based on a ranking measure that focuses on the question of whether a point is central' for its nearest neighbours. Using our notations, a low cumulative rank implies that the point is central. For instance, a point centrally located in a cluster has a relatively low cumulative sum of ranks because it is among the nearest neighbours of its own nearest neighbours, but a point at the periphery of a cluster has a high cumulative sum of ranks because its nearest neighbours are closer to each other than the point. Use of ranks eliminates the problem of density calculation in the neighbourhood of the point and this improves the performance. Our method performs better than several density-based methods on some synthetic data sets as well as on some real data sets.

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