Skip to content

Detect outliers by different from reference signal #224

@cwhanse

Description

@cwhanse
  1. add functions to outlier.py that label outliers in a timeseries based on deviations from a reference signal. The current functions in outlier.py find outliers using either the time series' marginal distribution (zscore, tukey) or sliding windows of the time series (hampel). I don't know how to define an outlier from the deviation of signal from reference, but perhaps the existing outlier methods apply?

  2. add functions to outlier.py to identify threshold curves in a time series. The geometry is intuitive, but the statistics can seem complicated and out of reach. Maybe there's a version of quantile regression that can be applied here.

See discussion in #223.

Metadata

Metadata

Assignees

No one assigned

    Labels

    No labels
    No labels

    Type

    No type

    Projects

    No projects

    Milestone

    No milestone

    Relationships

    None yet

    Development

    No branches or pull requests

    Issue actions