Work

outForest: Multivariate Outlier Detection and Replacement

Year: 2020
Type: dataset
Abstract: Provides a random forest based implementation of the method described in Chapter 7.1.2 (Regression model based anomaly detection) of Chandola et al. (2009) <doi:10.1145/1541880.1541882>. It works as follows: Each numeric variable is regressed onto all other variables by a random forest. If the scaled absolute difference between observed value and out-of-bag prediction of the corresponding random forest is suspiciously large, then a value is considered an outlier. The package offers different options to replace such outliers, e.g. by realistic values found via predictive mean matching. Once the method is trained on a reference data, it can be applied to new data.
Author: Michael Mayer
Language: English
Open Access status: gold
OpenAlex ID: W4399575557
Cites: 1
Cited by: 1
Related to: 10