Abstract
One of the actively developing areas of modern computational problems is data analysis. The studied data have a different structure, which causes certain difficulties in the process of smoothing and analysis. This fact entails the need to search for new universal algorithms for data processing and create computer programs that analyze data of various nature. Today, a widely used method of data processing is regression modeling. It is used in problems of pattern recognition, classification, dimensionality reduction, and many others. The literature describes various methods of constructing regression models, the basis of which is the optimization of a certain indicator — the quality functional. A very important requirement for the quality of such models is the absence of outliers (outliers) in the data.
 This article discusses a method for examining a sample for outliers. The obtained algorithm can be applied to regression models estimated by the most common methods (least squares method, least modulus method). The mathematical basis of this procedure is the Legendre transformation, which provides computational accuracy in computer implementation. The adequacy of the obtained algorithm was investigated on a number of test samples. All tests were positive in terms of emissions. The MatLab system is used to develop a set of programs, which allows the building of various regression models and evaluation of the original sample for sharply distinguished observations.
Highlights
Одним из активно развивающихся направлений современных вычислительных задач является анализ данных
The literature describes various methods of constructing regression models, the basis of which is the optimization of a certain indicator — the quality functional
The obtained algorithm can be applied to regression models estimated by the most common methods
Summary
Одним из активно развивающихся направлений современных вычислительных задач является анализ данных. Очень важным требованием к качеству таких моделей является отсутствие в данных резко выделяющихся наблюдений (выбросов). The studied data have a different structure, which causes certain difficulties in the process of smoothing and analysis. This fact entails the need to search for new universal algorithms for data processing and create computer programs that analyze data of various nature. A widely used method of data processing is regression modeling. It is used in problems of pattern recognition, classification, dimensionality reduction, and many others. The literature describes various methods of constructing regression models, the basis of which is the optimization of a certain indicator — the quality functional.
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