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Outlier detection in weight time series of connected scales

机译:连接秤的重量时间序列中的异常值检测

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In principle, connected sensors allow effortless long-term self-monitoring of health and wellness that can help maintain health and quality of life. However, data collected in the “wild” may be noisy and contain outliers, e.g., due to uncontrolled sources or data from different persons using the same device. The removal of the “outliers” is therefore critical for accurate interpretation of the data. In this paper we study the detection and elimination of outliers in self-weighing time series data obtained from connected weight scales. We examined three techniques: (1) a method based on autoregressive integrated moving average (ARIMA) time series modelling, (2) median absolute deviation (MAD) scale estimate, and (3) a method based on Rosner statistics. We applied these methods to both a data set with real outliers and a clean data set corrupted with simulated outliers. The results suggest that the simple MAD algorithm and ARIMA performed well with both test sets while the Rosner statistics was significantly less effective. In addition, the ARIMA approach appeared to be significantly less sensitive to long periods of missing data than MAD and Rosner statistics.
机译:原则上,连接的传感器可以轻松进行长期的健康状况自我监控,从而有助于维持健康状况和生活质量。但是,“狂野”中收集的数据可能嘈杂且包含异常值,例如,由于不受控制的来源或来自使用同一设备的不同人员的数据。因此,去除“异常值”对于准确解释数据至关重要。在本文中,我们研究了从连接的体重秤获得的自称时间序列数据中离群值的检测和消除。我们研究了三种技术:(1)基于自回归综合移动平均(ARIMA)时间序列建模的方法,(2)中位数绝对偏差(MAD)规模估计,以及(3)基于Rosner统计的方法。我们将这些方法应用于具有实际异常值的数据集和具有模拟异常值的损坏的干净数据集。结果表明,简单的MAD算法和ARIMA在两个测试集上均表现良好,而Rosner统计数据的效果明显较差。此外,与MAD和Rosner统计数据相比,ARIMA方法对长期丢失数据的敏感性似乎要低得多。

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