[SciPy-user] Statistics advise with scipy
Mon Jul 21 21:49:51 CDT 2008
2008/7/21 Pierre GM <email@example.com>:
> On Monday 21 July 2008 12:59:06 didier rano wrote:
> > Thanks Pierre,
> > What do you mean by "finding the breaks in trend and/or regimes" ?
> There's a lot of literature on the detection of change-points. Roughly, a
> change-point can be a step change-point (eg., switching from one mean to
> another, as you observe in your data), or a trend change-points (the slope
> a linear model changes at some point), or both.
> > In fact, in my case, I have several objectives:
> > * Draw a graph without outliers data
> Well, first you need to define what an outlier is in your problem: assuming
> normal data, how far away from the mean should a point be to be an outlier
> 1,2, 3 standard deviation ? What if your data is not normal ? In that case,
> robust methods can give good result.
My data is not normal. Do you know robusts method in scipy ? Or maybe in an
other python module ?
> > * Compute a trend wihout outliers data
> > * Determine when the behavior/trend data will change. May be "finding the
> > breaks in trend and/or regimes " ?
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