1 / 19

# 異常點 (Outlier / 偏離值 / 離群值 ) - PowerPoint PPT Presentation

I am the owner, or an agent authorized to act on behalf of the owner, of the copyrighted work described.

## PowerPoint Slideshow about '異常點 (Outlier / 偏離值 / 離群值 )' - jules

Download Policy: Content on the Website is provided to you AS IS for your information and personal use and may not be sold / licensed / shared on other websites without getting consent from its author.While downloading, if for some reason you are not able to download a presentation, the publisher may have deleted the file from their server.

- - - - - - - - - - - - - - - - - - - - - - - - - - E N D - - - - - - - - - - - - - - - - - - - - - - - - - -
Presentation Transcript

### 異常點(Outlier / 偏離值 / 離群值)

• 票價調整幅度的方程式
• 0.5  綜合消費物價指數變動 + 0.5 工資指數變動－0.5 生產力增幅
• 統計處早前公布的2008/12「運輸服務業」名義工資指數為145.1，而正確數字實為150.5。根據更正的數據，2008年第二季至第四季的工資指數變動應為 1.311%，而不是 4.852%。
• 修正前
• 0.5  (-0.817%) + 0.5  (-4.852%) – 0.3%  8 / 12 = -3.03%
• 修正後
• 0.5  (-0.817%) + 0.5  (-1.311%) – 0.3%  8 / 12 = -1.26%

• 不能因此判決異常點好壞
• 輸入或編碼錯誤
• 異常事件發生
• 模型假設錯誤

• 減價！不減價！可加不可減！名譽掃地！匪夷所思！名存實亡！形同虛設！
• 平均值(mean)
• 工資指數變動
• 修正前：0.377
• 修正後：0.673

Mean ± 3SD
• Mean = 0.377, SD = 1.95
• Mean + 3SD = 6.23, Mean  3SD =  5.48
Mean(i)±3SD(i)
• Mean(12)=0.853, SD(12)=1.10
• Mean(12) + 3SD(12) =4.14, Mean(12)  3SD(12) =  2.44
• 中位數絕對離差 (Median absolute deviation)

• 不具代表性，刪除。
• 具代表性，保留。
• 穩健方法（robust method）
• 中位數 (Median)

• k = [na] is the smallest integer ≥ na
• 5% trimmed mean
• 12  5% = 0.6
• 1個最大，1個最小值去掉

• 最小中位數平方(Least median of squares)
• 最小消去平方(Least trimmed squares)