Timeline for Moving average filter for outlier removal
Current License: CC BY-SA 3.0
4 events
when toggle format | what | by | license | comment | |
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Nov 2, 2013 at 1:11 | comment | added | Glen_b | One approach to choosing a smoothing parameter would be to optimize one-step-ahead prediction errors (such as sums of squares of one-step-ahead prediction errors). If you're trying to identify outliers, you'd want a different measure of prediction error - one reasonably robust to outliers (and then moving averages would seem an odd choice - why not something more robust to the outliers?) | |
Nov 2, 2013 at 1:08 | history | edited | Glen_b | CC BY-SA 3.0 |
grammar, spelling, layout, clarification
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Nov 1, 2013 at 21:49 | answer | added | Peter Flom | timeline score: 3 | |
Nov 1, 2013 at 21:44 | history | asked | Srishti M | CC BY-SA 3.0 |