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Statistical Outlier Detection

Table 6.4. Statistical Outlier Detection

OUTLIER_MAD_STATE_MERGEUpdate the statistical state required to compute the Median Absolute Deviation.
  • state - A list of Median Absolute Deviation States to merge. Generally these are states across time.

  • currentState? - The current state (optional)

The Median Absolute Deviation state
OUTLIER_MAD_ADDAdd a piece of data to the state
  • state -The MAD state

  • value - The numeric value to add

The MAD state
OUTLIER_MAD_SCOREGet the modified z-score normalized by the MAD: scale * | x_i - median(X) | / MAD. See the first page of
The modified z-score