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Conformal Anomaly Detection for Functional Data with Elastic Distance Metrics
Proceedings of the Fourteenth Symposium on Conformal and Probabilistic Prediction with Applications, PMLR 266:666-686, 2025.
Abstract
This paper considers the problem of outlier detection in functional data analysis with a particular focus on the more difficult case of shape outliers. We present an inductive conformal anomaly detection method based on elastic functional distance metrics. This method is evaluated and compared to similar conformal anomaly detection methods for functional data using simulation experiments. The method is also used in the analysis of a real exemplar data set that shows its utility in a practical application. The results demonstrate the efficacy of the proposed method for detecting both magnitude and shape outliers.