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A Hybrid Computational Method Based on Convex Optimization for Outlier Problems: Application to Earthquake Ground Motion Prediction
Volume 27, Issue 4 (2016), pp. 893–910
Fatma Yerlikaya-Özkurt   Aysegul Askan   Gerhard-Wilhelm Weber  

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https://doi.org/10.15388/Informatica.2016.116
Pub. online: 1 January 2016      Type: Research Article     

Received
1 May 2015
Accepted
1 March 2016
Published
1 January 2016

Abstract

Statistical modelling plays a central role for any prediction problem of interest. However, predictive models may give misleading results when the data contain outliers. In many real-world applications, it is important to identify and treat the outliers without direct elimination. To handle such issues, a hybrid computational method based on conic quadratic programming is introduced and employed on earthquake ground motion dataset. This method aims to minimize the impact of the outliers on regression estimators as well as handling the nonlinearity in the dataset. Results are compared against widely used parametric and nonparametric ground motion prediction models.

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Vilnius University

Keywords
outlier detection procedure mean shift outlier model conic multivariate adaptive regression splines ground motion prediction equations

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INFORMATICA

  • Online ISSN: 1822-8844
  • Print ISSN: 0868-4952
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