In the past I have used Median Absolute Deviation to test for outliers in a static series of data. This is a simple measure to implement and is related to standard deviation for normally distributed data points. It is very robust against outliers. I have used it for very large static data sets rather than with a time series but it should still be an efficient measure to detect outliers.

The median absolute deviation is defined as the median of deviations from the median

and you can find out more about it here http://en.wikipedia.org/wiki/Median_absolute_deviation

In the past I have used Median Absolute Deviation to test for outliers in a static series of data. This is a simple measure to implement and is related to standard deviation for normally distributed data points. It is very robust against outliers. I have used it for very large static data sets rather than with a time series but it should still be an efficient measure to detect outliers.

The median absolute deviation is defined as the median of deviations from the median

$$\text{MAD} = \text{median}_i\left(|X_i - \text{median}_j(X_j)|\right)$$

and you can find out more about it here http://en.wikipedia.org/wiki/Median_absolute_deviation

In the past I have used Median Absolute Deviation to test for outliers in a static series of data. This is a simple measure to implement and is related to standard deviation for normally distributed data points. I have used it for a static data set rather than a time series but it should still be efficient.

The median absolute deviation is defined as the median of deviations from the median

and you can find out more about it here http://en.wikipedia.org/wiki/Median_absolute_deviation

In the past I have used Median Absolute Deviation to test for outliers in a static series of data. This is a simple measure to implement and is related to standard deviation for normally distributed data points. It is very robust against outliers. I have used it for very large static data sets rather than with a time series but it should still be an efficient measure to detect outliers.

The median absolute deviation is defined as the median of deviations from the median

and you can find out more about it here http://en.wikipedia.org/wiki/Median_absolute_deviation