Anomaly detection for controlling data accuracy in service industry

The purpose of this project is to investigate the application of anomaly detection, particularly control charts for individual sample, to control data quality of a risk management system in a financial industry. Four control charts are investigated, namely individual control chart, moving range (MR)...

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Main Author: Samsuddin, Nurul Asyikin
Format: Thesis
Language:English
Published: 2013
Subjects:
Online Access:http://eprints.utm.my/id/eprint/78336/1/NurulAsyikinSamsuddinMFKM20131.pdf
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spelling my-utm-ep.783362018-08-26T11:51:54Z Anomaly detection for controlling data accuracy in service industry 2013-06 Samsuddin, Nurul Asyikin TJ Mechanical engineering and machinery The purpose of this project is to investigate the application of anomaly detection, particularly control charts for individual sample, to control data quality of a risk management system in a financial industry. Four control charts are investigated, namely individual control chart, moving range (MR) control chart, moving average (MA) control chart and exponentially weighted moving average (EWMA) control chart. The quantitative and qualitative detection performance of these control charts is analyzed on two scenarios: live stream and data profiling. Results are compared with expected anomalies determined by system experts. It is discovered that individual control chart performed best for live stream scenario, while MR control chart performed best for data profiling scenario. Qualitatively control charts are simple, user-friendly and easy to fully automate and implement when compared with other detection methods available in literature. In addition, a suitable data quality assurance and control program using the two control charts is suggested. 2013-06 Thesis http://eprints.utm.my/id/eprint/78336/ http://eprints.utm.my/id/eprint/78336/1/NurulAsyikinSamsuddinMFKM20131.pdf application/pdf en public http://dms.library.utm.my:8080/vital/access/manager/Repository/vital:78059 masters Universiti Teknologi Malaysia, Faculty of Mechanical Engineering Faculty of Mechanical Engineering
institution Universiti Teknologi Malaysia
collection UTM Institutional Repository
language English
topic TJ Mechanical engineering and machinery
spellingShingle TJ Mechanical engineering and machinery
Samsuddin, Nurul Asyikin
Anomaly detection for controlling data accuracy in service industry
description The purpose of this project is to investigate the application of anomaly detection, particularly control charts for individual sample, to control data quality of a risk management system in a financial industry. Four control charts are investigated, namely individual control chart, moving range (MR) control chart, moving average (MA) control chart and exponentially weighted moving average (EWMA) control chart. The quantitative and qualitative detection performance of these control charts is analyzed on two scenarios: live stream and data profiling. Results are compared with expected anomalies determined by system experts. It is discovered that individual control chart performed best for live stream scenario, while MR control chart performed best for data profiling scenario. Qualitatively control charts are simple, user-friendly and easy to fully automate and implement when compared with other detection methods available in literature. In addition, a suitable data quality assurance and control program using the two control charts is suggested.
format Thesis
qualification_level Master's degree
author Samsuddin, Nurul Asyikin
author_facet Samsuddin, Nurul Asyikin
author_sort Samsuddin, Nurul Asyikin
title Anomaly detection for controlling data accuracy in service industry
title_short Anomaly detection for controlling data accuracy in service industry
title_full Anomaly detection for controlling data accuracy in service industry
title_fullStr Anomaly detection for controlling data accuracy in service industry
title_full_unstemmed Anomaly detection for controlling data accuracy in service industry
title_sort anomaly detection for controlling data accuracy in service industry
granting_institution Universiti Teknologi Malaysia, Faculty of Mechanical Engineering
granting_department Faculty of Mechanical Engineering
publishDate 2013
url http://eprints.utm.my/id/eprint/78336/1/NurulAsyikinSamsuddinMFKM20131.pdf
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