Statistical Outlier Detection

Table 6.4. Statistical Outlier Detection

Function	Description	Input	Returns
OUTLIER_MAD_STATE_MERGE	Update 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_ADD	Add a piece of data to the state	state -The MAD state value - The numeric value to add	The MAD state
OUTLIER_MAD_SCORE	Get the modified z-score normalized by the MAD: scale * \| x_i - median(X) \| / MAD. See the first page of BetterThanMAD.pdf	state - The MAD state value - The numeric value to score scale? -Optionally the scale to use when computing the modified z-score. Default is `0.6745`, see the first page of BetterThanMAD.pdf	The modified z-score

​Statistical Outlier Detection