As a part of my M.Sc. thesis I have been developing an outlier detection toolbox in MATLAB.
Implemented methods are;
- Local Outlier Factor
- Feature Bagging
- Parzen Windows
- Decision Tree
I will be providing more detail on the algorithms in a later post.
You can download the toolbox from here, it includes a script that shows how to run the algorithms. I have also written a small document that gives more detail and explains the data set format. You can get the document from here.
Here is a link to my thesis if anyone is interested.