hampel

The Hampel filter is generally used to detect anomalies in data with a timeseries structure. It basically consists of a sliding window of a parameterizable size. For each window, each observation will be compared with the Median Absolute Deviation (MAD). The observation will be considered an outlier in the case in which it exceeds the MAD by n times (the parameter n is also parameterizable).

homepage: https://github.com/MichaelisTrofficus/hampel_filter

version	toolchain
0.0.5	foss/2022a

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