Robust Clustering Method for the Detection of Outliers: Using AIC to Select the Number of Clusters

• Tipo: Capítulo ou Parte de Livro
• Data: 2013

Autores

Carla Santos Pereira (Autor) FEUP; Ana M. Pires (Autor) Outra

Livro

Título: Advances in Regression, Survival Analysis, Extreme Values, Markov Processes and Other Statistical Applications

Páginas: 385-391

Classificação Científica

FOS: Ciências exactas e naturais

Outras Informações

Abstract (EN): In [14] we proposed a method to detect outliers in multivariate data based on clustering and robust estimators. To implement this method in practice it is necessary to choose a clustering method, a pair of location and scatter estimators, and the number of clusters, k. After several simulation experiments it was possible to give a number of guidelines regarding the first two choices. However the choice of the number of clusters depends entirely on the structure of the particular data set under study. Our suggestion is to try several values of k (e.g. from 1 to a maximum reasonable k which depends on the number of observations and on the number of variables) and select k minimizing an adapted AIC. In this paper we analyze this AIC based criterion for choosing the number of clusters k (and also the clustering method and the location and scatter estimators) by applying it to several simulated data sets with and without outliers.

Idioma: Inglês

Tipo (Avaliação Docente): Científica

Nº de páginas: 8