Outlier Detection in Data Streams — A Comparative Study of Selected Methods. Duraj, A. & Szczepaniak, P. S. Procedia Computer Science, 192:2769–2778, January, 2021.
Outlier Detection in Data Streams — A Comparative Study of Selected Methods [link]Paper  doi  abstract   bibtex   
Outlier detection is an increasingly important and intensively developing area of research. This paper focuses on the problem of outlier detection in data streams. It presents a performance comparison of selected statistical algorithms: AutoRegressive Integrated Moving Average (ARIMA), Exponential Smoothing State Space Model (ETS), Seasonal Hybrid Extreme Studentized Deviation (SHESD), Non-parametric methodology (NMV), and Chen-Liu method (CHL). Based on four data streams from the Kaggle Repository and DataHub Repository, the study provides results concerning the number of outliers detected by each algorithm and the algorithms’ operation times. The experiments were performed on data streams of different lengths (from a few hundred to 1200 records), characterized by the presence of different types of outliers.
@article{duraj_outlier_2021,
	series = {Knowledge-{Based} and {Intelligent} {Information} \& {Engineering} {Systems}: {Proceedings} of the 25th {International} {Conference} {KES2021}},
	title = {Outlier {Detection} in {Data} {Streams} — {A} {Comparative} {Study} of {Selected} {Methods}},
	volume = {192},
	issn = {1877-0509},
	url = {https://www.sciencedirect.com/science/article/pii/S1877050921017841},
	doi = {10.1016/j.procs.2021.09.047},
	abstract = {Outlier detection is an increasingly important and intensively developing area of research. This paper focuses on the problem of outlier detection in data streams. It presents a performance comparison of selected statistical algorithms: AutoRegressive Integrated Moving Average (ARIMA), Exponential Smoothing State Space Model (ETS), Seasonal Hybrid Extreme Studentized Deviation (SHESD), Non-parametric methodology (NMV), and Chen-Liu method (CHL). Based on four data streams from the Kaggle Repository and DataHub Repository, the study provides results concerning the number of outliers detected by each algorithm and the algorithms’ operation times. The experiments were performed on data streams of different lengths (from a few hundred to 1200 records), characterized by the presence of different types of outliers.},
	language = {en},
	urldate = {2021-10-02},
	journal = {Procedia Computer Science},
	author = {Duraj, Agnieszka and Szczepaniak, Piotr S.},
	month = jan,
	year = {2021},
	keywords = {comparative study, outlier detection, stream data analysis},
	pages = {2769--2778},
}

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