학술논문

Functional Outlier Detection by Means of h-Mode Depth and Dynamic Time Warping
Document Type
article
Source
Applied Sciences, Vol 11, Iss 23, p 11475 (2021)
Subject
functional data analysis
functional outlier detection
probabilistic modeling
computer experiments
sensitivity analysis
Technology
Engineering (General). Civil engineering (General)
TA1-2040
Biology (General)
QH301-705.5
Physics
QC1-999
Chemistry
QD1-999
Language
English
ISSN
2076-3417
Abstract
Finding outliers in functional infinite-dimensional vector spaces is widely present in the industry for data that may originate from physical measurements or numerical simulations. An automatic and unsupervised process of outlier identification can help ensure the quality of a dataset (trimming), validate the results of industrial simulation codes, or detect specific phenomena or anomalies. This paper focuses on data originating from expensive simulation codes to take into account the realistic case where only a limited quantity of information about the studied process is available. A detection methodology based on different features, such as h-mode depth or the dynamic time warping, is proposed to evaluate the outlyingness both in the magnitude and shape senses. Theoretical examples are used to identify pertinent feature combinations and showcase the quality of the detection method with respect to state-of-the-art methodologies of detection. Finally, we show the practical interest of the method in an industrial context thanks to a nuclear thermal-hydraulic use case and how it can serve as a tool to perform sensitivity analysis on functional data.