[SciPy-user] Statistics advise with scipy
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.
That's a trick question, whose answer depends too heavily on the kind of data
* 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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