[SciPy-user] Statistics advise with scipy

didier rano didier.rano@gmail....
Mon Jul 21 11:59:06 CDT 2008


Thanks Pierre,

What do you mean by "finding the breaks in trend and/or regimes" ?

In fact, in my case, I have several objectives:
* Draw a graph without outliers data
* Compute a trend wihout outliers data
* Determine when the behavior/trend data will change. May be "finding the
breaks in trend and/or regimes " ?

Bye
Didier Rano

2008/7/21, Pierre GM <pgmdevlist@gmail.com>:
>
> 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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-- 
Didier Rano
didier.rano@gmail.com
http://www.jaxtr.com/didierrano
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