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The outsider´s method, an outlier detection system as lawyer of quality control tool at central balance sheet data office
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Orientador(es)
Resumo(s)
Handling large amounts of granular data of non-financial corporations’ balance sheet and profit and
loss statement to fulfil the assigned functions of the Central Balance Sheet Data Office (CBSDO)
requires the design and implementation of various layers of quality control that combined with the
review of expert analysts to ensure databases with a statistical quality at the expected height of the
Statistics Department of an institution such as Banco de España.
Recently, under the umbrella of the quality control systems of the CBSDO, a new outlier detection
system has been designed and implemented, the “Outsider’s method”, through which those
observations that deviate considerably from the behaviour of companies regarding sector clustering,
according to NACE classification, and size, will be eliminated from database and will maintain those
that still have a behaviour that is far from standard but consistent with the reality of mentioned Nonfinancial
corporations.
The purpose of this project is to explain the methodology of this new system, obtain results for
different extractions periodically established over several years, analyse these results, and finally test
the system's validity by comparing it with other detection methods traditionally used by other
statistical entities.
Descrição
Presented as partial requirement for obtaining the Master’s degree in Statistics and Information Management, with a specialization in Information Analysis and Management
Palavras-chave
Non-financial corporations CBSDO Outlier Quality control Clustering