Outlier Detection in Functional Data Using Adjusted Outlyingness

TL;DR

This paper introduces a new method for detecting anomalies in complex data by transforming signals into a simplified format and using statistical techniques to identify deviations.

Contribution

A novel framework for outlier detection in functional data using adjusted outlyingness and robustified bootstrap resampling.

Findings

The framework outperforms existing methods in detecting various types of anomalies with higher accuracy.

It successfully identifies subtle shape deformations in functional data across multiple domains.

Applications in environmental monitoring and trajectory analysis demonstrate its practical effectiveness.

Abstract

In signal processing and information analysis, the detection and identification of anomalies present in signals constitute a critical research focus. Accurately discerning these deviations using probabilistic, statistical, and information-theoretic methods is essential for ensuring data integrity and supporting reliable downstream analysis. Outlier detection in functional data aims to identify curves or trajectories that deviate significantly from the dominant pattern—a process vital for data cleaning and the discovery of anomalous events. This task is challenging due to the intrinsic infinite dimensionality of functional data, where outliers often appear as subtle shape deformations that are difficult to detect. Moving beyond conventional approaches that discretize curves into multivariate vectors, we introduce a novel framework that projects functional data into a low-dimensional space of meaningful features. This is achieved via a tailored weighting scheme designed to preserve essential curve variations. We then incorporate the Mahalanobis distance to detect directional outlyingness under non-Gaussian assumptions through a robustified bootstrap resampling method with data-driven threshold determination. Simulation studies validated its superior performance, demonstrating higher true positive and lower false positive rates across diverse anomaly types, including magnitude, shape-isolated, shape-persistent, and mixed outliers. The practical utility of our approach was further confirmed through applications in environmental monitoring using seawater spectral data, character trajectory analysis, and population data underscoring its cross-domain versatility.

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