detectOutliersBySuperSmoother

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Description

detect unusual local values, i.e. outliers, in univariate time series by The Hampel Filter

Usage

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detectOutliersBySuperSmoother(x, maxPropResid = 2, 
    ...)

Arguments

x

numeric vector representing a time series

maxPropResid

minimum factor of resid/(interquantile-range/2) to be classified as outlier (with quantiles=(0.1,0.9))

...

further arguments to supsmu, such as bass

Details

NA values are first filled by linear interpolation before applying the smoother

Value

A list with entires

y

the corrected time series (outliers replaced by smoothed value)

ind

the indices of detected outliers

ySmooth

the filled and smoothed time series

propResid

resid/(interQuartileRange/2)

Author(s)

Thomas Wutzler

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