[SciPy-User] handling outliers

Предеин П. А. crmpeter@gmail....
Thu Nov 18 19:42:25 CST 2010


I have such question: what is the best way to remove outliers from
array (from timeseries, for example)? I consider using
scikits.timeseries library, and saw it's anom() function. But I have
mean and deviation values being changing drammatically in my serie
(like sin but also growing y-level).
Applying "mean()+/-3*std()" will cut some useful points and leave
outliers somewhere.
Please, help.


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