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STS410 Abdul Ghapor H. et al.

                            A technique for outliers detection in linear
                             functional relationship model for circular
                                             variables
                                  1
              Abdul Ghapor Hussin , Nurkhairany Amyra Mokhtar , Yong Zulina Zubairi ,
                                                                                     2
                                                                1
                                     Mohd Iqbal Shamsudheen   3
                                  1 National Defence University of Malaysia
                                         2 University of Malaya
                                       3 University College London

            Abstract
            The occurrence of outlier may be due to error, or part of the phenomena under
            study. This paper discusses on outlier detection methods are discussed using
            difference mean circular error cosine statistic for circular variables. Here, we
            focus  on  a  model  with  linear  functional  relationship  model  in  which  the
            variables are considered with equal concentration of their error terms. The cut-
            off equation for outlier detection is obtained by using row deletion approach
            and it is then tested to detect the outlier in a simulation study. The power of
            performance of this method increases as the concentration parameters of the
            errors and the level of contamination for the outlier increase. The applicability
            of this method is illustrated by using real wind direction data.

            Keywords
            Outlier  detection;  Circular  variables;  Row  deletion;  Power  of  performance;
            Simulation study

            1.  Introduction
               Directional  data  arises  quite  frequently  in  many  natural  and  physical
            sciences. The directions may be in two-dimensional or in three-dimensional.
            Observations on two-dimensional directions can be referred as circular data
            meanwhile the observations on three-dimensional directions can be referred
            as spherical data (Jammalamadaka and Sengupta (2001)).
               An example of circular data is the data of wind directions. The distribution
            of  the  directions  may  arise  either  as  a  conditional  distribution  for  a  given
            speed, or as a marginal distribution of the wind speed and direction. The Von
            Mises  distribution  is  said  to  be  the  most  useful  distribution  on  the  circle
            (Mardia and Jupp (2000)). Fisher (1987) noted that the Von Mises distribution
            is a symmetric unimodal distribution and characterised by a mean direction
               and concentration parameter  . The probability density function of the

            distribution is







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