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11 votes

Methods for Detecting outliers in a time series

An outlier is a surprising point. What points would surprise you? Make up a rule and apply it. What rule you make up depends on why you are detecting outliers in the first place. Many times, when ...
Peter Flom's user avatar
  • 124k
2 votes

to determine the appropriate threshold of the z-score for the non-normally distributed data

TL:DR I'm not sure this is needed, but, if it is, there will not be a simple method of doing it. Longer answer: First, your data look pretty darn normal. Formal tests of normality are lousy. The best ...
Peter Flom's user avatar
  • 124k
2 votes
Accepted

Calculate the confidence that the data point is NOT explained by the regression

On the one hand, you can absolutely use prediction intervals (your software should be able to do this by itself) and check whether a data point falls outside some (say) 99% PI. Of course, this can ...
Stephan Kolassa's user avatar

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