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INFORMATICA, 2016, Vol. 27, No. 4, 893-910
© Institute of Mathematics and Informatics,
DOI: http://dx.doi.org/10.15388/Informatica.2016.116

ISSN 0868-4952

A Hybrid Computational Method Based on Convex Optimization for Outlier Problems: Application to Earthquake Ground Motion Prediction

Fatma YERLIKAYA-ÖZKURT1, Aysegul ASKAN, Gerhard-Wilhelm WEBER

Institute of Applied Mathematics, Middle East Technical University, 06800 Ankara, Turkey, Department of Civil Engineering, Middle East Technical University, 06800 Ankara, Turkey E-mail: fatmayerlikaya@gmail.com, aaskan@metu.edu.tr, gweber@metu.edu.tr

Abstract

Statistical modelling plays a central role for any prediction problem of interest. However, predictive models may give misleading results when the data contain outliers. In many real-world applications, it is important to identify and treat the outliers without direct elimination. To handle such issues, a hybrid computational method based on conic quadratic programming is introduced and employed on earthquake ground motion dataset. This method aims to minimize the impact of the outliers on regression estimators as well as handling the nonlinearity in the dataset. Results are compared against widely used parametric and nonparametric ground motion prediction models.

Keywords:

outlier detection procedure, mean shift outlier model, conic multivariate adaptive regression splines, ground motion prediction equations


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