第一次发表博客,先发一个简单的算法吧,原理很简单,和大家分享一下。
最近在做一个项目(android端),需要剔除异常数据,就是根据之前一组数据判断新来的数据是否为合理数据,在相差过大的时候予以剔除,找到了格拉布斯准则,具体内容和步骤参见链接http://www.docin.com/p-730815444.html,我觉得写的很好,里面的例子可以借鉴理解:
有一组数据8.2,5.4,14.0,7.3,4.7,9.0,6.5,10.1,7.7,6.0,我们要对里面的异常值(最大或最小)进行剔除。
1.首先进行排序:4.7,5.4,6.0,6.5,7.3,7.7,8.2,9.0,10.1,14.0
2.求平均值及标准差:平均值7.89,标准差:2.704
3.最大值及最小值为可疑值,偏离差分别为:14-7.89=6.11;7.89-4.7=3.19.(根据这两个值判断是否剔除最大值或最小值,文档中说只能判断一个,实际上两边都可以判断)
4.最小值的G1=(平均值-最小值)/标准差
最大值的Gn=(最大值-平均值)/标准差
5.确定检出水平alpha,一般为0.01或0.05,越大越宽松,根据实际条件进行确定,我这里使用0.05,根据后面的表格求出临界值,与G1,Gn作比较;若G1(Gn)大于临界值,则剔除,反之保留。
以下为java代码实现:
public class Grubbs {
private ArrayList<Double> dataArrayList;
private int length;
private final double alpha = 0.05;
//传入一组数据,我们要做的是剔除最大或最小的异常值
public Grubbs(ArrayList<Double> arrayList) {
this.dataArrayList = arrayList;
this.length = arrayList.size();
}
public ArrayList<Double> calc() {
//因为格拉布斯准则只能对大于等于3个数据进行判断,所以数据量小于3时,直接返回
if (dataArrayList.size() < 3) {
return dataArrayList;
}
//首先对数据进行排序,我这里用了最基本的冒泡法
dataArrayList = bubbleSort(dataArrayList, length);
//求出数据平均值和标准差
double average = calcAverage(dataArrayList);
double standard = calcStandard(dataArrayList, length, average);
//求助最小值和最大值G1,Gn
double dubMin = average - dataArrayList.get(0);
double dubMax = dataArrayList.get(length - 1) - average;
double G1 = dubMin / standard;
double Gn = dubMax / standard;
//做比较,是否剔除
if (G1 > calcG(alpha, length)) {
dataArrayList.remove(0);
if (Gn > calcG(alpha, length)) {
dataArrayList.remove(length - 2);
}
} else if (Gn > calcG(alpha, length)) {
dataArrayList.remove(length - 1);
}
return dataArrayList;
}
//冒泡排序
private ArrayList<Double> bubbleSort(ArrayList<Double> arr, int n) {
// TODO Auto-generated method stub
double temp = 0;
for (int i = 0; i < n; i++) {
for (int j = 0; j < n - i - 1; j++) {
if (arr.get(j) > arr.get(j + 1)) {
temp = arr.get(j);
arr.set(j, arr.get(j + 1));
arr.set(j + 1, temp);
}
}
}
return arr;
}
//求平均
public double calcAverage(ArrayList<Double> sample) {
// TODO Auto-generated method stub
double sum = 0;
int cnt = 0;
for (int i = 0; i < sample.size(); i++) {
sum += sample.get(i);
cnt++;
}
return (double) sum / cnt;
}
//求标准差
private double calcStandard(ArrayList<Double> array, int n, double average) {
// TODO Auto-generated method stub
double sum = 0;
for (int i = 0; i < n; i++) {
sum += ((double) array.get(i) - average)
* ((double) array.get(i) - average);
}
return (double) Math.sqrt((sum / (n - 1)));
}
//算临界值的表,这里alpha为0.05
private double calcG(double alpha, int n) {
double[] N = { 1.1546847100299753, 1.4962499999999703,
1.763678479497787, 1.9728167175443088, 2.1391059896012203,
2.2743651271139984, 2.386809875078279, 2.4820832497170997,
2.564121252001767, 2.6357330437346365, 2.698971864039854,
2.755372404941574, 2.8061052912205966, 2.8520798130619083,
2.894013795424427, 2.932482154393285, 2.9679513293748547,
3.0008041587489247, 3.031358153993366, 3.0598791335206963,
3.086591582831163, 3.1116865231590722, 3.135327688211162,
3.157656337622164, 3.178795077984819, 3.198850919445483,
3.2179177419513314, 3.2360783011390764, 3.2534058719727748,
3.26996560491852, 3.2858156522011304, 3.301008108808857,
3.31558980320037, 3.329602965279218, 3.3430857935316243,
3.356072938839107, 3.368595919061223, 3.3806834758032323,
3.3923618826659503, 3.403655212591846, 3.41458557057518,
3.4251732969213213, 3.435437145364717, 3.4453944396432576,
3.4550612115453876, 3.464452322969104, 3.4735815741386,
3.482461799798589, 3.491104954935569, 3.4995221913492585,
3.507723926208097, 3.5157199035634887, 3.5235192496631433,
3.5311305227901078, 3.5385617582575746, 3.5458205091071684,
3.5529138829882037, 3.5598485756350797 };
return N[n - 3];
}