Outlier detection based on the functional coefficient of variation

Ipek Deveci Kocakoç; Istem Köymen Keser

doi:10.59170/stattrans-2023-017

Outlier detection based on the functional coefficient of variation

Ipek Deveci Kocakoç Econometrics Dept., Dokuz Eylul University, Izmir, Turkey ORCID:https://orcid.org/0000-0001-9155-8269 , Istem Köymen Keser Econometrics Dept., Dokuz Eylul University, Izmir, Turkey ORCID:https://orcid.org/0000-0003-2123-188X Statistics in Transition new series, vol. 24, 2023, 2, pages: 1-16 Published online: 15 March 2023 DOI 10.59170/stattrans-2023-017

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ARTICLE

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ABSTRACT

The coefficient of the variation function is a useful descriptive statistic, especially when comparing the variability of more than two curve groups, even when they have significantly different mean curves. Since the coefficient of variation function is the ratio of the mean and standard deviation functions, its particular property is that it shows the acceleration more explicitly than the standard deviation function. The aim of the study is twofold: to show that the functional coefficient of variation is more sensitive to abrupt changes than the functional standard deviation and to propose the utilisation of the functional coefficient of variation as an outlier detection tool. Several simulation trials have shown that the coefficient of the variation function allows the effects of outliers to be seen explicitly.

KEYWORDS

coefficient of variation function, outlier detection, functional data analysis

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