OUTLIER DETECTION ON HIGH DIMENSIONAL DATA USING MINIMUM VECTOR VARIANCE (MVV)

A., Andi Harismahyanti
Indahwati, Indahwati
Fitrianto, Anwar
Erfiani, Erfiani

BAREKENG: Jurnal Ilmu Matematika dan Terapan
Vol 16 No 3 (2022): BAREKENG: Journal of Mathematics and Its Applications

High-dimensional data can occur in actual cases where the variable p is larger than the number of observations n. The problem that often occurs when adding data dimensions indicates that the data points will approach an outlier. Outliers are part of observations that do not follow the data distribution pattern and are located far from the data center. The existence of outliers needs to be detected because it can lead to deviations from the analysis results. One of the methods used to detect outliers is the Mahalanobis distance. To obtain a robust Mahalanobis distance, the Minimum Vector Variance (MVV) method is used. This study will compare the MVV method with the classical Mahalanobis distance method in detecting outliers in non-invasive blood glucose level data, both at p>n and n>p. The test results show that the MVV method is better for n>p. MVV shows more effective results in identifying the minimum data group and outlier data points than the classical method.