The nature of statistical learning theory
The nature of statistical learning theory
Parametric subspace modeling of speech transitions
Speech Communication
LOF: identifying density-based local outliers
SIGMOD '00 Proceedings of the 2000 ACM SIGMOD international conference on Management of data
Data mining: concepts and techniques
Data mining: concepts and techniques
Algorithms for Mining Distance-Based Outliers in Large Datasets
VLDB '98 Proceedings of the 24rd International Conference on Very Large Data Bases
Knowledge discovery in time series databases
IEEE Transactions on Systems, Man, and Cybernetics, Part B: Cybernetics
ACM Transactions on Database Systems (TODS)
Exception Mining on Multiple Time Series in Stock Market
WI-IAT '08 Proceedings of the 2008 IEEE/WIC/ACM International Conference on Web Intelligence and Intelligent Agent Technology - Volume 03
Outlier Mining on Multiple Time Series Data in Stock Market
PRICAI '08 Proceedings of the 10th Pacific Rim International Conference on Artificial Intelligence: Trends in Artificial Intelligence
Regression transfer learning based on principal curve
ISNN'10 Proceedings of the 7th international conference on Advances in Neural Networks - Volume Part I
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To solve the outlier mining problems where outliers are highly intermixed with normal data, a general Variance-based Outlier Mining Model (VOMM) is presented, in which the information of data is decomposed into normal and abnormal components according to their variances. With minimal loss of normal information in the VOMM, outliers are viewed as the top k samples holding maximal abnormal information in a dataset. And then, the principal curve that is a smooth nonparametric curve passing through the "middle" of the dataset and that provides a good nonlinear summary of the data is introduced as an algorithm of the VOMM. Experiments carried out on abnormal returns detection in stock market show that the VOMM is feasible and performs better than that of Gaussian model and GARCH (Generalized Auto-Regressive Conditional Heteroscedasticity) model.