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### 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?
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### 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 ...
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1 vote
194 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 ...
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### 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 ...
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### 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 ...
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### 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....
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### 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 ...
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### 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/...
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### 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 ...
40k 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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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 (...
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### 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 ...
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### Median absolute deviation only can be used for anomaly detection for time series without a trend?

I think MAD only can be used to detect anomalies for time series without a trend because it relies only a stable median to detect anomalies. It should be OK for time series with seasonality. Just seek ...
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### High-Frequency Time-Series Forecast With A Lower Bound

I am helping a friend with a data project. He's interested in building a canary-in-the-coal-mine alert system for his website which tells him when the number of users dips below some critical lower ...
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### Need advice on change point (step) detection

I have a time series with lots of steps/jumps (data file here). A plot is given below. I would like to subtract an appropriate value for each of these square wave features to bring them back down to ...
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### Outlier detection in ARIMA model with R

After fitting my time series with an ARIMA model, I want to test outliers in the residuals' series. Are there any functions in R that could do this test and furtherly test whether the outlier is ...
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### Simple algorithm for online outlier detection of a generic time series II: Daily cycle within annual

I have several years of sensor data (temperature and relative humidity) that records every 1/2 hour. When the sensor dies, it often starts throwing bad data mixed in with good data before it dies ...
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### How can I calculate the stability of my dataset?

Forgive my ignorance, I am not a mathematician or statistician. I'll try to explain as clearly as I can. I have a dataset (image below). The data represents delays of some signal over time. The large ...
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### Outlier detection in time series data

I checked different questions on similar topics, but none were exactly the answer I wanted and I am confused. I am working with big data, the data has a bursty nature with high frequency. I ...
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### Outlier detection of an unevenly spaced time series

I found the Rob H answer to this question very interesting and works pretty well. However, I also would like to apply this methodology to an unevenly spaced time series like the following: ...
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### Boxplot Outliers

I'm looking for outliers in a non-normally distributed dataset: n: 1,900 Mean: 2,738 StDev: 1,544 Min: 1 Max: 22,102 Anderson-darling: 40 P < 0.005 The boxplot shows the outliers in one ...
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### Testing for a drop in bookings

We're developing real-time alerts for fine-grained (every 5 minutes) time series bookings data, and I'm looking for the best approach to doing this. Idea is that if over the past 10–15 minutes (say) ...
1 vote
418 views

### Detect periodes of irregular patterns in time series data

This plot shows hourly time series data of a households power usage. The house is only occupied for short periods. What simple alg. or technique can I use to find the start of these irregularities? ...
344 views

### How to detect a relatively small level shift(leakage) in an hourly water flux time series in an area?

Background I'm working on a project which aims to use the history data about a water flux to detect whether there is a leakage happened. The data is hourly collected and among about 4 months. I've ...
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### Removing outliers at the start when there are multiple ANOVA and correlational analyses in a single results section [duplicate]

I would be grateful for opinion on which of the two options below (or an alternative) is best: Summary of study: In a single results section, different ANOVAs are run on the different metrics – raw ...
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### Real-time anomaly detection for online time -series

I am new to the anomaly detection world and am dealing with a project to detect real-time anomalies for a time-series in a fraud detection schema. I read the answer by Rob Hyndman here and like the ...
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