{"title":"A novel outlier detection method based on Bayesian change point analysis and Hampel identifier for GNSS coordinate time series","authors":"","doi":"10.1186/s13634-023-01097-w","DOIUrl":null,"url":null,"abstract":"<h3>Abstract</h3> <p>The identification and removal of outliers in time series are important problems in numerous fields. In this paper, a novel method (BCP-HI) is proposed to enhance the accuracy of outlier detection in GNSS coordinate time series by combining Bayesian change point (BCP) analysis and the Hampel identifier (HI). By using BCP, change points (cps) in the time series are lidentified, and so the time series is divided into subsegments that have properties of a normal distribution. In each of these separated segments, outliers are detected using HI. Each data element identified as an outlier is corrected by a median filter of window size (<em>w</em>) to obtain the corrected signal. The BCP-HI method was tested on both simulated and real GNSS coordinate time series. Outliers from three different synthetic test datasets with different sampling frequencies and outlier amplitudes were detected with approximately 98% accuracy after processing. After this process, Signal-to-Noise Ratio (SNR) increased from 0.0084 to 10.8714 dB and Root Mean Square (RMS) decreased from 24 to 23 mm. Similarly, for real GNSS data, approximately 98% accuracy was achieved, with an increase in SNR from 0.0003 to 4.4082 dB and a decrease in RMS from 7.6 to 6.6 mm observed. In addition, the output signals after BCP-HI were examined graphically using Lomb–Scargle periodograms and it was observed that clearer power spectrum distributions emerged. When the input and output signals were examined using the Kolmogorov–Smirnov (KS) test, they were found to be statistically similar. These results indicate that the BCP-HI algorithm effectively removes outliers, and enhances processing accuracy and reliability, and improves signal quality.</p>","PeriodicalId":11816,"journal":{"name":"EURASIP Journal on Advances in Signal Processing","volume":"74 1","pages":""},"PeriodicalIF":1.9000,"publicationDate":"2024-04-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"EURASIP Journal on Advances in Signal Processing","FirstCategoryId":"5","ListUrlMain":"https://doi.org/10.1186/s13634-023-01097-w","RegionNum":4,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"Engineering","Score":null,"Total":0}
引用次数: 0
Abstract
The identification and removal of outliers in time series are important problems in numerous fields. In this paper, a novel method (BCP-HI) is proposed to enhance the accuracy of outlier detection in GNSS coordinate time series by combining Bayesian change point (BCP) analysis and the Hampel identifier (HI). By using BCP, change points (cps) in the time series are lidentified, and so the time series is divided into subsegments that have properties of a normal distribution. In each of these separated segments, outliers are detected using HI. Each data element identified as an outlier is corrected by a median filter of window size (w) to obtain the corrected signal. The BCP-HI method was tested on both simulated and real GNSS coordinate time series. Outliers from three different synthetic test datasets with different sampling frequencies and outlier amplitudes were detected with approximately 98% accuracy after processing. After this process, Signal-to-Noise Ratio (SNR) increased from 0.0084 to 10.8714 dB and Root Mean Square (RMS) decreased from 24 to 23 mm. Similarly, for real GNSS data, approximately 98% accuracy was achieved, with an increase in SNR from 0.0003 to 4.4082 dB and a decrease in RMS from 7.6 to 6.6 mm observed. In addition, the output signals after BCP-HI were examined graphically using Lomb–Scargle periodograms and it was observed that clearer power spectrum distributions emerged. When the input and output signals were examined using the Kolmogorov–Smirnov (KS) test, they were found to be statistically similar. These results indicate that the BCP-HI algorithm effectively removes outliers, and enhances processing accuracy and reliability, and improves signal quality.
期刊介绍：
The aim of the EURASIP Journal on Advances in Signal Processing is to highlight the theoretical and practical aspects of signal processing in new and emerging technologies. The journal is directed as much at the practicing engineer as at the academic researcher. Authors of articles with novel contributions to the theory and/or practice of signal processing are welcome to submit their articles for consideration.
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