Page 117 - Special Topic Session (STS) - Volume 1
P. 117

STS410 Abdul Ghapor H. et al.
            coding  of  the  programming  is  developed  using  Tibco  SPLUS  statistical
            software  in  assessing  the  power  of  performance  of  FDMCEC  statistic  in
            detecting the outlier.
               Step  1:  The  values  of  X  variable  are  generated  from  the  von  Mises
               distribution and in the size of n = 70, 100 and 130 and   10,   15   and   20,
                                             *
               respectively. An observation Xd  is then contaminated with some levels of
               contamination   where the level of the contamination are  = 0.2, 0.4,
               0.6, 0.8 and 1, respetively. The formula of contaminating the observation is
               as follow:
                                       X  d * X i      (mod  2    )
               Step 2: Find Y according to the generated X. The variables X and Y are
               considered  with  generated  random  error  terms  of   i  ~VM  , 0 (  )   and
                i  ~VM   , 0 (  )  ,  respectively  where    .   The  variables  are  fitted  to  the

               unreplicated LFRM with parameter estimation as described Section 4.2.
               Step 3: The values of functional mean circular error cosine are calculated
               for all observations.
                                th
               Step 4: Omit the i  observation of the generated data, where i=1, 2, 3, …,n
               to obtain FMCEC(-i). Repeat this step for all i observations to obtain the set
               of value FMCEC(-i).
               Step 5: Calculate the absolute difference between FMCEC and FMCEC(-i).
               Then, find value of  FDMCEC     FMCEC    FMCEC       for all i.
                                           (  ) i                (  ) i
               Step  7:  Determine  the  values  of  FDMCEC(-i)  that  exceed  the  cut-off
               equations  developed  in  Section  6.3.  If  they  exceed,  they  are  marked  as
               outliers.
               Step 8: Steps 1 to 7 are repeated for 500 simulation and the percentage of
               correct outlier detection is calculated as the power of performance. Table
               6.7 shows the power of performance of FDMCEC in outlier detection.


























                                                               106 | I S I   W S C   2 0 1 9
   112   113   114   115   116   117   118   119   120   121   122