Density kernel depth for outlier detection in functional data
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Martos Venturini, Gabriel
In this paper, we propose a novel approach to address the problem of functional outlier detection. Our method leverages a low-dimensional and stable representation of functions using Reproducing Kernel Hilbert Spaces (RKHS).We define a depth measure based on density kernels that satisfy desirable properties.We also address the challenges associated with estimating the density kernel depth. Throughout aMonte Carlo simulation we assess the performance of our functional depth measure in the outlier detection task under different scenarios. To illustrate the effectiveness of our method, we showcase the proposed method in action studying outliers in mortality rate curves.
Este artículo se encuentra publicado en International Journal of Data Science and Analytics (Springer Nature)