NaNOD: A natural neighbour-based outlier detection algorithm

Outlier detection is an essential task in data mining applications which include, military surveillance, tax fraud detection, telecommunication, etc. In recent years, outlier detection received significant attention compared to other problem of discoveries. The focus on this has resulted in the growth of several outlier detection algorithms, mostly concerning the strategy based on distance or density. However, each strategy has intrinsic weaknesses. The distance-based techniques have the problem of local density, while the density-based method is recognized as having an issue of a low-density pattern. Also, most of the existing outlier detection algorithms have a parameter selection problem, which leads to poor detection results. In this article, we present an unsupervised density-based outlier detection algorithm to deal with these shortcomings. The proposed algorithm uses a Natural Neighbour (NaN) concept, to obtain a parameter called Natural Value (NV) adaptively, and a Weighted Kernel Density Estimation (WKDE) method to estimate the density at the location of an object. Besides, our proposed algorithm employed two different categories of nearest neighbours, k Nearest Neighbours (kNN), and Reverse Nearest Neighbours (RNN), which make our system flexible in modelling different data patterns. A Gaussian kernel function is adopted to achieve smoothness in the measure. Further, we use an adaptive kernel width concept to enhance the discrimination power between normal and outlier samples. The formal analysis and extensive experiments carried out on both artificial and real datasets demonstrate that this technique can achieve better outlier detection performance.