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OutlierDetection.rst 19.05 KiB

Outlier Detection and Flagging

The tutorial aims to introduce the usage of saqc methods in order to detect outliers in an uni-variate set up. The tutorial guides through the following steps:

  1. We checkout and load the example data set. Subsequently, we initialise an :py:class:`SaQC <saqc.core.core.SaQC>` object.
    • :ref:`Preparation <cook_books/OutlierDetection:Preparation>`
      • :ref:`Data <cook_books/OutlierDetection:Data>`
      • :ref:`Initialisation <cook_books/OutlierDetection:Initialisation>`
  2. We will see how to apply different smoothing methods and models to the data in order to obtain usefull residue variables.
    • :ref:`Modelling <cook_books/OutlierDetection:Modelling>`
      • :ref:`Rolling Mean <cook_books/OutlierDetection:Rolling Mean>`
      • :ref:`Rolling Median <cook_books/OutlierDetection:Rolling Median>`
      • :ref:`Polynomial Fit <cook_books/OutlierDetection:Polynomial Fit>`
      • :ref:`Custom Models <cook_books/OutlierDetection:Custom Models>`
    • :ref:`Evaluation and Visualisation <cook_books/OutlierDetection:Visualisation>`
  3. We will see how we can obtain residues and scores from the calculated model curves.
    • :ref:`Residues and Scores <cook_books/OutlierDetection:Residues and Scores>`
      • :ref:`Residues <cook_books/OutlierDetection:Residues>`
      • :ref:`Scores <cook_books/OutlierDetection:Scores>`
      • :ref:`Optimization by Decomposition <cook_books/OutlierDetection:Optimization by Decomposition>`
  4. Finally, we will see how to derive flags from the scores itself and impose additional conditions, functioning as correctives.
    • :ref:`Setting and Correcting Flags <cook_books/OutlierDetection:Setting and Correcting Flags>`
      • :ref:`Flagging the Scores <cook_books/OutlierDetection:Flagging the Scores>`
      • Additional Conditions ("unflagging")
      • :ref:`Including Multiple Conditions <cook_books/OutlierDetection:Including Multiple Conditions>`

Preparation

Data

The example data set is selected to be small, comprehendable and its single anomalous outlier can be identified easily visually:

It can be downloaded from the saqc git repository.