25 November 2018

Data Science: Outliers (Just the Quotes)

"An observation with an abnormally large residual will be referred to as an outlier. Other terms in English are 'wild', 'straggler', 'sport' and 'maverick'; one may also speak of a 'discordant', 'anomalous' or 'aberrant' observation." (Francis J Anscombe, "Rejection of Outliers", Technometrics Vol. 2, 1960)

"One sufficiently erroneous reading can wreck the whole of a statistical analysis, however many observations there are." (Francis J Anscombe, "Rejection of Outliers", Technometrics Vol. 2, 1960)

"The fact that something is far-fetched is no reason why it should not be true; it cannot be as far-fetched as the fact that something exists." (Celia Green, "The Decline and Fall of Science", 1976)

"When the statistician looks at the outside world, he cannot, for example, rely on finding errors that are independently and identically distributed in approximately normal distributions. In particular, most economic and business data are collected serially and can be expected, therefore, to be heavily serially dependent. So is much of the data collected from the automatic instruments which are becoming so common in laboratories these days. Analysis of such data, using procedures such as standard regression analysis which assume independence, can lead to gross error. Furthermore, the possibility of contamination of the error distribution by outliers is always present and has recently received much attention. More generally, real data sets, especially if they are long, usually show inhomogeneity in the mean, the variance, or both, and it is not always possible to randomize." (George E P Box, "Some Problems of Statistics and Everyday Life", Journal of the American Statistical Association, Vol. 74 (365), 1979)

"A good description of the data summarizes the systematic variation and leaves residuals that look structureless. That is, the residuals exhibit no patterns and have no exceptionally large values, or outliers. Any structure present in the residuals indicates an inadequate fit. Looking at the residuals laid out in an overlay helps to spot patterns and outliers and to associate them with their source in the data." (Christopher H Schrnid, "Value Splitting: Taking the Data Apart", 1991)

"So we pour in data from the past to fuel the decision-making mechanisms created by our models, be they linear or nonlinear. But therein lies the logician's trap: past data from real life constitute a sequence of events rather than a set of independent observations, which is what the laws of probability demand. [...] It is in those outliers and imperfections that the wildness lurks." (Peter L Bernstein, "Against the Gods: The Remarkable Story of Risk", 1996)

"I have often thought that outliers contain more information than the model." (Arnold Goodman,  [Joint Statistical Meetings] 2005)

"Before discarding a data point one should investigate the possible reasons for this faulty data value." (Manfred Drosg, "Dealing with Uncertainties: A Guide to Error Analysis", 2007)

"If there is an outlier there are two possibilities: The model is wrong – after all, a theory is the basis on which we decide whether a data point is an outlier (an unexpected value) or not. The value of the data point is wrong because of a failure of the apparatus or a human mistake. There is a third possibility, though: The data point might not be an actual  outlier, but part of a (legitimate) statistical fluctuation." (Manfred Drosg, "Dealing with Uncertainties: A Guide to Error Analysis", 2007)

"Outliers or flyers are those data points in a set that do not quite fit within the rest of the data, that agree with the model in use. The uncertainty of such an outlier is seemingly too small. The discrepancy between outliers and the model should be subject to thorough examination and should be given much thought. Isolated data points, i.e., data points that are at some distance from the bulk of the data are not outliers if their values are in agreement with the model in use." (Manfred Drosg, "Dealing with Uncertainties: A Guide to Error Analysis", 2007)

"The finding of an outlier is not necessarily a discovery of a bad or misleading datum that may contaminate the data, but it may amount to a comment on the validity of distributional assumptions inherent in the form of analysis that is contemplated." (David Finney, "Calibration Guidelines Challenge Outlier Practices", The American Statistician Vol 60 (4), 2006)

"Why is a particular record or measurement classed as an outlier? Among all who handle and interpret statistical data, the word has long been in common use as an epithet for any item among a dataset of N that departs markedly from the broad pattern of the set." (David Finney, "Calibration Guidelines Challenge Outlier Practices", The American Statistician Vol 60 (4), 2006)

"All this discussion of deleting the outliers is completely backwards. In my work, I usually throw away all the good data, and just analyze the outliers." (Anon, The American Statistician Vol 61(3), 2007)

"The inability to predict outliers implies the inability to predict the course of history." (Nassim N Taleb, "The Black Swan", 2007)

"Given the important role that correlation plays in structural equation modeling, we need to understand the factors that affect establishing relationships among multivariable data points. The key factors are the level of measurement, restriction of range in data values (variability, skewness, kurtosis), missing data, nonlinearity, outliers, correction for attenuation, and issues related to sampling variation, confidence intervals, effect size, significance, sample size, and power." (Randall E Schumacker & Richard G Lomax, "A Beginner’s Guide to Structural Equation Modeling" 3rd Ed., 2010)

"Need to consider outliers as they can affect statistics such as means, standard deviations, and correlations. They can either be explained, deleted, or accommodated (using either robust statistics or obtaining additional data to fill-in). Can be detected by methods such as box plots, scatterplots, histograms or frequency distributions." (Randall E Schumacker & Richard G Lomax, "A Beginner’s Guide to Structural Equation Modeling" 3rd Ed., 2010)

"Outliers or influential data points can be defined as data values that are extreme or atypical on either the independent (X variables) or dependent (Y variables) variables or both. Outliers can occur as a result of observation errors, data entry errors, instrument errors based on layout or instructions, or actual extreme values from self-report data. Because outliers affect the mean, the standard deviation, and correlation coefficient values, they must be explained, deleted, or accommodated by using robust statistics." (Randall E Schumacker & Richard G Lomax, "A Beginner’s Guide to Structural Equation Modeling" 3rd Ed., 2010)

"There are several key issues in the field of statistics that impact our analyses once data have been imported into a software program. These data issues are commonly referred to as the measurement scale of variables, restriction in the range of data, missing data values, outliers, linearity, and nonnormality." (Randall E Schumacker & Richard G Lomax, "A Beginner’s Guide to Structural Equation Modeling" 3rd Ed., 2010)

"After you visualize your data, there are certain things to look for […]: increasing, decreasing, outliers, or some mix, and of course, be sure you’re not mixing up noise for patterns. Also note how much of a change there is and how prominent the patterns are. How does the difference compare to the randomness in the data? Observations can stand out because of human or mechanical error, because of the uncertainty of estimated values, or because there was a person or thing that stood out from the rest. You should know which it is." (Nathan Yau, "Data Points: Visualization That Means Something", 2013)

"A major advantage of probabilistic models is that they can be easily applied to virtually any data type (or mixed data type), as long as an appropriate generative model is available for each mixture component. [...] A downside of probabilistic models is that they try to fit the data to a particular kind of distribution, which may often not be appropriate for the underlying data. Furthermore, as the number of model parameters increases, over-fitting becomes more common. In such cases, the outliers may fit the underlying model of normal data. Many parametric models are also harder to interpret in terms of intensional knowledge, especially when the parameters of the model cannot be intuitively presented to an analyst in terms of underlying attributes. This can defeat one of the important purposes of anomaly detection, which is to provide diagnostic understanding of the abnormal data generative process." (Charu C Aggarwal, "Outlier Analysis", 2013)

"An attempt to use the wrong model for a given data set is likely to provide poor results. Therefore, the core principle of discovering outliers is based on assumptions about the structure of the normal patterns in a given data set. Clearly, the choice of the 'normal' model depends highly upon the analyst’s understanding of the natural data patterns in that particular domain." (Charu C Aggarwal, "Outlier Analysis", 2013)

"Typically, most outlier detection algorithms use some quantified measure of the outlierness of a data point, such as the sparsity of the underlying region, nearest neighbor based distance, or the fit to the underlying data distribution. Every data point lies on a continuous spectrum from normal data to noise, and finally to anomalies [...] The separation of the different regions of this spectrum is often not precisely defined, and is chosen on an ad-hoc basis according to application-specific criteria. Furthermore, the separation between noise and anomalies is not pure, and many data points created by a noisy generative process may be deviant enough to be interpreted as anomalies on the basis of the outlier score. Thus, anomalies will typically have a much higher outlier score than noise, but this is not a distinguishing factor between the two as a matter of definition. Rather, it is the interest of the analyst, which regulates the distinction between noise and an anomaly." (Charu C Aggarwal, "Outlier Analysis", 2013) 

"What is good visualization? It is a representation of data that helps you see what you otherwise would have been blind to if you looked only at the naked source. It enables you to see trends, patterns, and outliers that tell you about yourself and what surrounds you. The best visualization evokes that moment of bliss when seeing something for the first time, knowing that what you see has been right in front of you, just slightly hidden. Sometimes it is a simple bar graph, and other times the visualization is complex because the data requires it." (Nathan Yau, "Data Points: Visualization That Means Something", 2013)

"When data is not normal, the reason the formulas are working is usually the central limit theorem. For large sample sizes, the formulas are producing parameter estimates that are approximately normal even when the data is not itself normal. The central limit theorem does make some assumptions and one is that the mean and variance of the population exist. Outliers in the data are evidence that these assumptions may not be true. Persistent outliers in the data, ones that are not errors and cannot be otherwise explained, suggest that the usual procedures based on the central limit theorem are not applicable.(DeWayne R Derryberry, "Basic data analysis for time series with R", 2014)

"When we find data quality issues due to valid data during data exploration, we should note these issues in a data quality plan for potential handling later in the project. The most common issues in this regard are missing values and outliers, which are both examples of noise in the data." (John D Kelleher et al, "Fundamentals of Machine Learning for Predictive Data Analytics: Algorithms, worked examples, and case studies", 2015)

"Whatever actually happened, outliers need to be investigated not omitted. Try to understand what caused some observations to be different from the bulk of the observations. If you understand the reasons, you are then in a better position to judge whether the points can legitimately removed from the data set, or whether you’ve just discovered something new and interesting. Never remove a point just because it is weird." (Rob J Hyndman, "Omitting outliers", 2016)

"Outliers make it very hard to give an intuitive interpretation of the mean, but in fact, the situation is even worse than that. For a real‐world distribution, there always is a mean (strictly speaking, you can define distributions with no mean, but they’re not realistic), and when we take the average of our data points, we are trying to estimate that mean. But when there are massive outliers, just a single data point is likely to dominate the value of the mean and standard deviation, so much more data is required to even estimate the mean, let alone make sense of it." (Field Cady, "The Data Science Handbook", 2017)

"[...] data often has some errors, outliers and other strange values, but these do not necessarily need to be individually identified and excluded. It also points to the benefits of using summary measures that are not unduly affected by odd observations [...] are known as robust measures, and include the median and the inter-quartile range." (David Spiegelhalter, "The Art of Statistics: Learning from Data", 2019)

"When visuals are applied to data, they can enlighten the audience to insights that they wouldn’t see without charts or graphs. Many interesting patterns and outliers in the data would remain hidden in the rows and columns of data tables without the help of data visualizations. They connect with our visual nature as human beings and impart knowledge that couldn’t be obtained as easily using other approaches that involve just words or numbers." (Brent Dykes, "Effective Data Storytelling: How to Drive Change with Data, Narrative and Visuals", 2019)

"An outlier is a data point that is far away from other observations in your data. It may be due to random variability in the data, measurement error, or an actual anomaly. Outliers are both an opportunity and a warning. They potentially give you something very interesting to talk about, or they may signal that something is wrong in the data." (Jonathan Schwabish, "Better Data Visualizations: A guide for scholars, researchers, and wonks", 2021)

"Visualizations can remove the background noise from enormous sets of data so that only the most important points stand out to the intended audience. This is particularly important in the era of big data. The more data there is, the more chance for noise and outliers to interfere with the core concepts of the data set." (Kate Strachnyi, "ColorWise: A Data Storyteller’s Guide to the Intentional Use of Color", 2023)

"I don’t see the logic of rejecting data just because they seem incredible." (Fred Hoyle)

"In almost every true series of observations, some are found, which differ so much from the others as to indicate some abnormal source of error not contemplated in the theoretical discussions, and the introduction of which into the investigations can only serve, in the present state of science, to perplex and mislead the inquirer." (Benjamin Peirce, The Astronomical Journal)

No comments:

Related Posts Plugin for WordPress, Blogger...

About Me

My photo
Koeln, NRW, Germany
IT Professional with more than 24 years experience in IT in the area of full life-cycle of Web/Desktop/Database Applications Development, Software Engineering, Consultancy, Data Management, Data Quality, Data Migrations, Reporting, ERP implementations & support, Team/Project/IT Management, etc.