Sains Malaysiana 44(7)(2015): 1027–1032
Outlier
Detection in a Circular Regression Model
(Pengesanan Terpencil
dalam Model Regresi Berkeliling)
ADZHAR RAMBLI1*,
ROSSITA
MOHAMAD
YUNUS1,
IBRAHIM
MOHAMED1
& ABDUL GHAPOR HUSSIN2
1Institute of Mathematical
Sciences, University of Malaya, 59100 Kuala Lumpur, Malaysia
2Centre for Defence
Foundation Studies, National Defence University of Malaysia
Kem Sungai Besi,
57000 Kuala Lumpur, Malaysia
Diserahkan: 19
September 2014/Diterima: 6 Februari 2015
ABSTRACT
Recently, there is strong interest
on the subject of outlier problem in circular data. In this paper,
we focus on detecting outliers in a circular regression model proposed
by Down and Mardia. The basic properties of the model are available
including the exact form of covariance matrix of the parameters.
Hence, we intend to identify outliers in the model by looking at
the effect of the outliers on the covariance matrix. The method
resembles closely the COVRATIO statistic
for the case of linear regression problem. The corresponding critical
values and the performance of the outlier detection procedure are
studied via simulations. For illustration, we apply the procedure
on the wind data set.
Keywords: Circular; circular
regression; COVRATIO; influential observation;
outlier
ABSTRAK
Pada masa ini, terdapat minat
yang mendalam pada subjek masalah terpencil dalam data berkeliling.
Dalam kertas ini, kami menumpukan untuk mengesan pencilan dalam
satu model regresi berkeliling yang dicadangkan oleh Down dan Mardia.
Sifat asas model yang disediakan termasuk parameter bentuk matriks
kovarians yang tepat. Oleh itu, kami berhasrat untuk mengenal pasti
pencilan dalam model ini dengan melihat kesan daripada pencilan
dalam matriks kovarians. Kaedah ini hampir menyerupai statistik
COVRATIO bagi kes masalah regresi
linear. Nilai kritikal sepadan dan prestasi prosedur pengesanan
pencilan dikaji melalui simulasi. Untuk ilustrasi, kami menggunakan
prosedur set data angin.
Kata kunci: Berkeliling; regresi berkeliling; COVRATIO; pemerhatian berpengaruh;
terpencil
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*Pengarang untuk surat-menyurat; email:
adzfranc@yahoo.com
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