Linked Questions
30 questions linked to/from Simple algorithm for online outlier detection of a generic time series
2
votes
1
answer
5k
views
Finding anomalies using moving average in a time series [duplicate]
I want to find anomalies in a time series. Is it possible to find anomalies using moving average?
- 419
3
votes
0
answers
236
views
Detecting outstanding events [duplicate]
Possible Duplicate:
Simple algorithm for online outlier detection of a generic time series
Observing the time series data I noticed there are some outstanding peaks (the picture below). I would ...
- 1,353
1
vote
0
answers
191
views
Spotting anomalies in time series [duplicate]
Possible Duplicate:
Simple algorithm for online outlier detection of a generic time series
I've got data on quantities sold and average price, by date, for a number of commodities and a number ...
- 111
0
votes
0
answers
156
views
Getting rid of sparks in sample data [duplicate]
Possible Duplicate:
Simple algorithm for online outlier detection of a generic time series
Getting rid of spikes in sample data
How could I get rid of sparky (aka spikey) data in a discrete ...
- 101
3
votes
0
answers
145
views
Application to a real life problem: identifying outliers in univariate time series data [duplicate]
I have a rather simple problem that I'm having trouble deciding an answer upon. As a student studying Statistics I'm very familiar with terminology and theory but I suppose I'm stumped on my first ...
- 31
2
votes
0
answers
91
views
Anomaly detection within periodic time series [duplicate]
I would like to detect anomalies in a time series data using a moving average approach. Basically, the system will rise an alarm when a data point is far away (3*std for example) from the current mean....
- 283
0
votes
0
answers
68
views
Getting rid of spikes in sample data [duplicate]
Possible Duplicate:
Simple algorithm for online outlier detection of a generic time series
How could I get rid of sparky data in a descrete data set, but in a "smoother out" manner?
Take for ...
- 101
61
votes
7
answers
37k
views
Period detection of a generic time series
This post is the continuation of another post related to a generic method for outlier detection in time series.
Basically, at this point I'm interested in a robust way to discover the periodicity/...
- 1,951
18
votes
3
answers
10k
views
Robust outlier detection in financial timeseries
I'm looking for some robust techniques to remove outliers and errors (whatever the cause) from financial time-series data (i.e. tickdata).
Tick-by-tick financial time-series data is very messy. It ...
- 361
15
votes
5
answers
39k
views
How to correct outliers once detected for time series data forecasting?
I'm trying to find a way of correcting outliers once I find/detect them in time series data. Some methods, like nnetar in R, give some errors for time series with big/large outliers. I already managed ...
- 151
8
votes
3
answers
5k
views
Outliers spotting in time series analysis, should I pre-process data or not?
My question builds on a previous post on outlier detection in generic time series, and specifically on the answer provided by the always great Rob H.
I work for a small-sized manufacturing company ...
- 699
7
votes
3
answers
2k
views
How to fit a robust step function to a time series?
I have a somewhat noisy time series that hovers around different levels.
For example, the following data:
I have the solid line data available, and I would like to obtain an estimate for the dashed ...
- 4,241
12
votes
4
answers
2k
views
Outlier Detection in Time-Series: How to reduce false positives?
I'm trying to automate outlier detection in time-series and I used a modification of the solution proposed by Rob Hyndman here.
Say, I measure daily visits to a website from various countries. For ...
- 558
1
vote
3
answers
6k
views
Trend Analysis: How to tell random fluctuations from actual changes in trends?
I hope somebody in here can help me: I'm looking for some pointers as to how to distinguish random fluctuation from actual changes in trends, e.g.:
In a time series with measures taken at monthly (...
- 465
4
votes
2
answers
2k
views
How to identify spikes in a noisy time series?
I have time-series data of brain cell spiking. It's basically got a baseline of random noise with large spikes interspersed. I want to be able to algorithmically cluster the spike portions of the ...
- 231