Department of Computer Science and Engineering, East West University, 43 Mohakhali C/A, Dhaka 1212, Bangladesh

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Abstract—In ordinary statistical methods, multiple outliers in multiple linear regression model are detected sequentially one after another, where smearing and masking effects give misleading results. If the potential multiple outliers can be detected simultaneously, smearing and masking effects can be avoided. Such multiple-case outlier detection is of combinatorial nature and 2N − N −1 sets of possible outliers need to be tested, where N is the number of data points. This exhaustive search is practically impossible. In this paper, we have used quantum-inspired evolutionary algorithm (QEA) for multiple-case outlier detection in multiple linear regression model. A Bayesian information criterion based fitness function incorporating extra penalty for number of potential outliers has been used for identifying the most appropriate set of potential outliers. Experimental results with 10 widely referred datasets from statistical literature show that the QEA overcomes the effect of smearing and masking and effectively detects the most appropriate set of outliers.

Index Terms—Bayesian information criterion based fitness function, multiple-case outlier detection, multiple linear regression model, quantum-inspired evolutionary algorithm

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Cite: Salena Akter and Mozammel H A Khan, " Multiple-Case Outlier Detection in Multiple Linear Regression Model Using Quantum-Inspired Evolutionary Algorithm," Journal of Computers vol. 5, no. 12, pp. 1779-1788, 2010.