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Updated TODO.md
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antoinecarme committed Jul 14, 2023
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Expand Up @@ -109,7 +109,7 @@ https://otexts.com/fpp2/regression-evaluation.html
4. X11 decomposition : The process is entirely automatic and tends to be highly robust to outliers and level shifts in the time series. https://otexts.com/fpp2/x11.html
5. STL decomposition : outliers may affect the remainder component. https://otexts.com/fpp2/stl.html
6. Referenced in https://github.com/antoinecarme/pyaf/issues/230
7. Outliers removal : estimate the trends/cycles/AR models with an estimation dataset that does not contain the outliers
7. Outliers removal : estimate the trends/cycles/AR models with an estimation dataset that does not contain the outliers. Can be capped without removal ?
8. Outliers Reporting. Scatter Plots ? https://otexts.com/fpp2/scatterplots.html
9. Generic view (not only for time series): https://en.wikipedia.org/wiki/Outlier
10. Detection method : Tukey's fences, based on measures such as the interquartile range. range = [Q1 - k * (Q3 - Q1) , Q3 + k * (Q3 - Q1)], k > 0. Simple, non-parametric, robust.
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