rdtools.filtering.two_way_window_filter
- rdtools.filtering.two_way_window_filter(series, roll_period=Timedelta('7 days 00:00:00'), outlier_threshold=0.03)
Removes anomalies based on forward and backward window of the rolling median. Points beyond outlier_threshold from both the forward and backward-looking median are excluded by the filter. Designed for use after the aggregation step in the RdTools trend analysis workflows.
- Parameters:
series (pandas.Series) -- Pandas time series to be filtered.
roll_period (int or timedelta, default 7 days) -- The window to use for backward and forward rolling medians for detecting outliers.
outlier_threshold (default is 0.03 meaning 3%)
- Returns:
Boolean Series excluding anomalies
- Return type: