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by tempodox
4178 days ago
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This reminds me how much of a hole there is in my knowledge about statistics and such. I built myself a Twitter client that sucks users' geolocations into a DB so I can do all kinds of analyses on their movements. Makes me wish we had Statistics classes back in school. That should come right after learning the ABC. |
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Decomposition of time series is done with STL (stl function in stats package) and this is the first part of what they call "Seasonal Hybrid ESD (S-H-ESD)" (sounds impressive right?) which then apparently just involves taking the max absolute difference from the detrended sample mean in terms of standard deviations, remove it and repeat until you have your collection of x outliers. If they wanted to this could be explained in a few sentences, and the underlying code is really simple [0], but for whatever reason it's been written up as advanced analytics — as if decomposing a time series is a major challenge.
[0] https://github.com/twitter/AnomalyDetection/blob/master/R/de...