rdtools.filtering.hampel_filter
- rdtools.filtering.hampel_filter(series, k='14d', t0=3)
Hampel outlier designed for use after the aggregation step in the RdTools trend analysis workflows, but broadly applicable.
- Parameters:
series (pandas.Series) -- daily normalized time series
k (int or time offset string e.g. 'd', default 14d) -- size of window including the sample; 14d is equal to 7 days on either side of value
t0 (int, default 3) -- Threshold value, defaults to 3 sigma Pearson's rule.
- Returns:
Boolean Series of whether the given measurement is within t0 sigma of the rolling median. False points indicate outliers to be excluded.
- Return type: