{"id":"https://openalex.org/W3184529703","doi":"https://doi.org/10.1137/19m1306233","title":"Outlier Detection in Time Series via Mixed-Integer Conic Quadratic Optimization","display_name":"Outlier Detection in Time Series via Mixed-Integer Conic Quadratic Optimization","publication_year":2021,"publication_date":"2021-01-01","ids":{"openalex":"https://openalex.org/W3184529703","doi":"https://doi.org/10.1137/19m1306233","mag":"3184529703"},"language":"en","primary_location":{"id":"doi:10.1137/19m1306233","is_oa":false,"landing_page_url":"https://doi.org/10.1137/19m1306233","pdf_url":null,"source":{"id":"https://openalex.org/S928796702","display_name":"SIAM Journal on Optimization","issn_l":"1052-6234","issn":["1052-6234","1095-7189"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM Journal on Optimization","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5085852340","display_name":"Andr\u00e9s G\u00f3mez","orcid":"https://orcid.org/0000-0003-3668-0653"},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Andr\u00e9s G\u00f3mez","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":["https://openalex.org/A5085852340"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.6666,"has_fulltext":false,"cited_by_count":13,"citation_normalized_percentile":{"value":0.83342147,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":"31","issue":"3","first_page":"1897","last_page":"1925"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11443","display_name":"Advanced Statistical Process Monitoring","score":0.9987999796867371,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11443","display_name":"Advanced Statistical Process Monitoring","score":0.9987999796867371,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11871","display_name":"Advanced Statistical Methods and Models","score":0.998199999332428,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11236","display_name":"Control Systems and Identification","score":0.9977999925613403,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.7221053838729858},{"id":"https://openalex.org/keywords/integer","display_name":"Integer (computer science)","score":0.7201476693153381},{"id":"https://openalex.org/keywords/conic-section","display_name":"Conic section","score":0.6665372848510742},{"id":"https://openalex.org/keywords/quadratic-equation","display_name":"Quadratic equation","score":0.640941858291626},{"id":"https://openalex.org/keywords/conic-optimization","display_name":"Conic optimization","score":0.605814516544342},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.582843542098999},{"id":"https://openalex.org/keywords/outlier","display_name":"Outlier","score":0.5707554221153259},{"id":"https://openalex.org/keywords/quadratic-programming","display_name":"Quadratic programming","score":0.5589178800582886},{"id":"https://openalex.org/keywords/integer-programming","display_name":"Integer programming","score":0.4839797019958496},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.4781378507614136},{"id":"https://openalex.org/keywords/optimization-problem","display_name":"Optimization problem","score":0.4661131501197815},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.3968917429447174},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.18965470790863037},{"id":"https://openalex.org/keywords/convex-optimization","display_name":"Convex optimization","score":0.186878502368927},{"id":"https://openalex.org/keywords/regular-polygon","display_name":"Regular polygon","score":0.1275734007358551},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.12254831194877625}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.7221053838729858},{"id":"https://openalex.org/C97137487","wikidata":"https://www.wikidata.org/wiki/Q729138","display_name":"Integer (computer science)","level":2,"score":0.7201476693153381},{"id":"https://openalex.org/C108598597","wikidata":"https://www.wikidata.org/wiki/Q124255","display_name":"Conic section","level":2,"score":0.6665372848510742},{"id":"https://openalex.org/C129844170","wikidata":"https://www.wikidata.org/wiki/Q41299","display_name":"Quadratic equation","level":2,"score":0.640941858291626},{"id":"https://openalex.org/C79187972","wikidata":"https://www.wikidata.org/wiki/Q2654791","display_name":"Conic optimization","level":5,"score":0.605814516544342},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.582843542098999},{"id":"https://openalex.org/C79337645","wikidata":"https://www.wikidata.org/wiki/Q779824","display_name":"Outlier","level":2,"score":0.5707554221153259},{"id":"https://openalex.org/C81845259","wikidata":"https://www.wikidata.org/wiki/Q290117","display_name":"Quadratic programming","level":2,"score":0.5589178800582886},{"id":"https://openalex.org/C56086750","wikidata":"https://www.wikidata.org/wiki/Q6042592","display_name":"Integer programming","level":2,"score":0.4839797019958496},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.4781378507614136},{"id":"https://openalex.org/C137836250","wikidata":"https://www.wikidata.org/wiki/Q984063","display_name":"Optimization problem","level":2,"score":0.4661131501197815},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.3968917429447174},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.18965470790863037},{"id":"https://openalex.org/C157972887","wikidata":"https://www.wikidata.org/wiki/Q463359","display_name":"Convex optimization","level":3,"score":0.186878502368927},{"id":"https://openalex.org/C112680207","wikidata":"https://www.wikidata.org/wiki/Q714886","display_name":"Regular polygon","level":2,"score":0.1275734007358551},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.12254831194877625},{"id":"https://openalex.org/C12108790","wikidata":"https://www.wikidata.org/wiki/Q2234833","display_name":"Convex analysis","level":4,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1137/19m1306233","is_oa":false,"landing_page_url":"https://doi.org/10.1137/19m1306233","pdf_url":null,"source":{"id":"https://openalex.org/S928796702","display_name":"SIAM Journal on Optimization","issn_l":"1052-6234","issn":["1052-6234","1095-7189"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM Journal on Optimization","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G8832808162","display_name":"EAGER: Transforming Additive Nanomanufacturing with Machine Learning","funder_award_id":"1930582","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"}],"funders":[{"id":"https://openalex.org/F4320306076","display_name":"National Science Foundation","ror":"https://ror.org/021nxhr62"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":59,"referenced_works":["https://openalex.org/W4012559","https://openalex.org/W1533485782","https://openalex.org/W1670218960","https://openalex.org/W1871988015","https://openalex.org/W1965897919","https://openalex.org/W1967284207","https://openalex.org/W1973559694","https://openalex.org/W1983030456","https://openalex.org/W1988861237","https://openalex.org/W1988920820","https://openalex.org/W1991576099","https://openalex.org/W1994068024","https://openalex.org/W1997826608","https://openalex.org/W2013347084","https://openalex.org/W2019523008","https://openalex.org/W2024487933","https://openalex.org/W2025347948","https://openalex.org/W2026493302","https://openalex.org/W2031130715","https://openalex.org/W2035858261","https://openalex.org/W2047688435","https://openalex.org/W2049633694","https://openalex.org/W2049967295","https://openalex.org/W2080249702","https://openalex.org/W2083131242","https://openalex.org/W2083402998","https://openalex.org/W2093022060","https://openalex.org/W2093291778","https://openalex.org/W2095225664","https://openalex.org/W2105934661","https://openalex.org/W2125793385","https://openalex.org/W2129214133","https://openalex.org/W2130216784","https://openalex.org/W2131057697","https://openalex.org/W2132782512","https://openalex.org/W2135159299","https://openalex.org/W2140514146","https://openalex.org/W2152701363","https://openalex.org/W2166029977","https://openalex.org/W2167036165","https://openalex.org/W2169560049","https://openalex.org/W2170569252","https://openalex.org/W2416818532","https://openalex.org/W2478973774","https://openalex.org/W2519094054","https://openalex.org/W2606063390","https://openalex.org/W2779591487","https://openalex.org/W2797572905","https://openalex.org/W2963084720","https://openalex.org/W2963351303","https://openalex.org/W2980668405","https://openalex.org/W3098275687","https://openalex.org/W3102087499","https://openalex.org/W3104436556","https://openalex.org/W3111964120","https://openalex.org/W3159676427","https://openalex.org/W4211145850","https://openalex.org/W4239030286","https://openalex.org/W4255715712"],"related_works":["https://openalex.org/W3199026565","https://openalex.org/W4323321439","https://openalex.org/W3124564720","https://openalex.org/W2952330476","https://openalex.org/W2180827833","https://openalex.org/W4293777484","https://openalex.org/W2588229150","https://openalex.org/W2031269429","https://openalex.org/W2047688435","https://openalex.org/W2101719620"],"abstract_inverted_index":{"We":[0],"consider":[1],"the":[2,6,38],"problem":[3],"of":[4,9],"estimating":[5],"true":[7],"values":[8],"a":[10],"Wiener":[11],"process":[12],"given":[13],"noisy":[14],"observations":[15],"corrupted":[16],"by":[17,71],"outliers.":[18],"In":[19,64],"this":[20,33],"paper":[21],"we":[22,36],"show":[23],"how":[24],"to":[25],"improve":[26],"existing":[27,39],"mixed-integer":[28,45,61],"quadratic":[29,47],"optimization":[30,62],"formulations":[31,40],"for":[32],"problem.":[34],"Specifically,":[35],"convexify":[37],"via":[41],"lifting,":[42],"deriving":[43],"new":[44],"conic":[46],"reformulations.":[48],"The":[49],"proposed":[50],"reformulations":[51],"are":[52,69],"stronger":[53],"and":[54],"substantially":[55],"faster":[56],"when":[57],"used":[58],"with":[59],"current":[60],"solvers.":[63],"our":[65],"experiments,":[66],"solution":[67],"times":[68],"improved":[70],"at":[72],"least":[73],"two":[74],"orders-of-magnitude.":[75]},"counts_by_year":[{"year":2025,"cited_by_count":4},{"year":2024,"cited_by_count":3},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":3},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
