RE: WRES AND OUTLIER IDENTIFICATION/EXCLUSION
From: "Elassaiss - Schaap, J. (Jeroen)" jeroen.elassaiss@organon.com
Subject: RE: [NMusers] WRES AND OUTLIER IDENTIFICATION/EXCLUSION
Date: Thu, 28 Sep 2006 08:18:30 +0200
Hi Ken,
To my opinion your idea of flagging with an extra epsilon is a first
step towards complete iterative weighting as demonstrated by Jan
Freijer, see http://www.page-meeting.org/page/page2005/PAGE2005P76.pdf
(I guess he won't chime in himself). His implementation has two pros: i)
it is unsupervised and ii) it is gradual. He specified the example of
errors in dosing and sampling time, but the approach seems general and
therefore also applicable to other causes of outliers.
I have used a similar approach during my PhD but in another field with
smoothing rather than fitting, i.e. adaptive smoothing. It worked really
well in removal of (electronic) artifacts observed in noisy, densily
sampled time series and was simple to implement (iteration on a linear
regression).
Best regards,
Jeroen
J. Elassaiss-Schaap
Scientist PK/PD
Organon NV
PO Box 20, 5340 BH Oss, Netherlands
Phone: + 31 412 66 9320
Fax: + 31 412 66 2506
e-mail: jeroen.elassaiss@organon.com