# Hampel Identifier¶

Hampel Identifier algorithm decides whether a value is a value outside the region of interest based on that value’s distance from the estimated median distribution. Generally, if

$|Y_i - \text{Median}(Y)| > 3 \cdot \text{MAD} \, \text{,}$

the data point is considered outside the region of interest. $$\text{Median}(Y)$$ is the Median, $$Y_i$$ is $$i$$th element of $$Y$$ and $$\text{MAD}$$ corresponds to the Median Absolute Deviation value.

Input Parameters

Parameter Type Constraint Description Remarks
$$Y$$ $$Y \in \mathbb R^N$$ $$N \in \mathbb{N}$$ Input data sequence of length $$N$$

Output Parameters

Parameter Type Constraint Description Remarks
$$\hat{Y}$$ $$\hat{Y} \in \mathbb R^N$$   Values in the $$Y$$ list which are outside the region of interest are marked

Tool Support

Single Steps using the Algorithm

References

• R.K. Pearson, Mining Imperfect Data, Society for Industrial and Applied Mathematics, Philadelphia, PA., 2005.