One-sided Median¶
Local Algorithm - One-Dimensional Algorithm
One-sided Median algorithm computes the median
mYn=Median{Yn−2k,…,Yn−1}
and the median
mZn=Median{Zn−2k,…,Zn−1}
with
Zn=Yn−Yn−1.
2k is the size of the neighborhood window. Defining
ˆmn=mYn+kmZn,
Yn is treated as a value outside the region of interest if |Yn−ˆmn|≥τ.
Input Parameters
Parameter | Type | Constraint | Description | Remarks |
---|---|---|---|---|
Y | Y∈RN | N∈N | Input data sequence of length N | |
τ | τ∈R+ | User-specified threshold |
Output Parameters
Parameter | Type | Constraint | Description | Remarks |
---|---|---|---|---|
ˆY | ˆY∈RN | Values in the Y list which are outside the region of interest are marked |
Single Steps using the Algorithm
References
- S. Basu, M. Meckesheimer, Automatic outlier detection for time series: an application to sensor data, Knowledge and Information Systems, vol. 11, Issue 2, pp 137-154, 2007.