[SciPy-user] Statistics advise with scipy

Pierre GM pgmdevlist@gmail....
Mon Jul 21 11:26:46 CDT 2008


On Sunday 20 July 2008 22:56:14 didier rano wrote:

> I have a problem to filter only relevant data.

Didier,
That's a trick question, whose answer depends too heavily on the kind of data 
you're processing. 
* Are you expecting some kind of trend ? If yes, detrend your data first and 
work on the residuals.
* Are you interested in finding the breaks in trend and/or regimes ? If so, I 
can send you some algos that do just that.
* Are you interested into finding the outliers ? There are common approaches, 
some based on an expected normality of the data, some based on more robust 
methods... Googling 'outliers robust method' should get you started.


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