Find Time Series outliers when one day contains multiple values
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How can I find the outliers(both upper and lower) if we have a unique bid for each customer, which is re-calculated each time interval.
The data looks as shown in the table below, with the outlier marked by the exclamation mark.
user_id date bid
A 01.01.2001 0.50
B 01.01.2001 0.51
...
A 01.01.2005 0.44
B 01.01.2005 0.45
C 01.01.2005 0.46
D 01.01.2005 0.60 !
A 02.01.2005 0.42
B 02.01.2005 0.43
C 02.01.2005 0.44
...
A 01.01.2018 0.40
And in graphical representation:
Median and Standard deviation of the data calculated day-wise
I've tried the Z-Score so far, but using it, I can find outliers by date, not by customer, which is wrong because the bid changes over time, so should I use some kind of a rolling average, or any other method.
mathematical-modeling time-series
asked Dec 1 at 13:07
Moti
1
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up vote
0
down vote
favorite
How can I find the outliers(both upper and lower) if we have a unique bid for each customer, which is re-calculated each time interval.
The data looks as shown in the table below, with the outlier marked by the exclamation mark.
user_id date bid
A 01.01.2001 0.50
B 01.01.2001 0.51
...
A 01.01.2005 0.44
B 01.01.2005 0.45
C 01.01.2005 0.46
D 01.01.2005 0.60 !
A 02.01.2005 0.42
B 02.01.2005 0.43
C 02.01.2005 0.44
...
A 01.01.2018 0.40
And in graphical representation:
Median and Standard deviation of the data calculated day-wise
I've tried the Z-Score so far, but using it, I can find outliers by date, not by customer, which is wrong because the bid changes over time, so should I use some kind of a rolling average, or any other method.
mathematical-modeling time-series
asked Dec 1 at 13:07
Moti
1
New contributor
Moti is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
add a comment |
up vote
0
down vote
favorite
up vote
0
down vote
favorite
How can I find the outliers(both upper and lower) if we have a unique bid for each customer, which is re-calculated each time interval.
The data looks as shown in the table below, with the outlier marked by the exclamation mark.
user_id date bid
A 01.01.2001 0.50
B 01.01.2001 0.51
...
A 01.01.2005 0.44
B 01.01.2005 0.45
C 01.01.2005 0.46
D 01.01.2005 0.60 !
A 02.01.2005 0.42
B 02.01.2005 0.43
C 02.01.2005 0.44
...
A 01.01.2018 0.40
And in graphical representation:
Median and Standard deviation of the data calculated day-wise
I've tried the Z-Score so far, but using it, I can find outliers by date, not by customer, which is wrong because the bid changes over time, so should I use some kind of a rolling average, or any other method.
mathematical-modeling time-series
asked Dec 1 at 13:07
Moti
1
New contributor
Moti is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
How can I find the outliers(both upper and lower) if we have a unique bid for each customer, which is re-calculated each time interval.
The data looks as shown in the table below, with the outlier marked by the exclamation mark.
user_id date bid
A 01.01.2001 0.50
B 01.01.2001 0.51
...
A 01.01.2005 0.44
B 01.01.2005 0.45
C 01.01.2005 0.46
D 01.01.2005 0.60 !
A 02.01.2005 0.42
B 02.01.2005 0.43
C 02.01.2005 0.44
...
A 01.01.2018 0.40
And in graphical representation:
Median and Standard deviation of the data calculated day-wise
I've tried the Z-Score so far, but using it, I can find outliers by date, not by customer, which is wrong because the bid changes over time, so should I use some kind of a rolling average, or any other method.
mathematical-modeling time-series
mathematical-modeling time-series
asked Dec 1 at 13:07
Moti
1
New contributor
Moti is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
asked Dec 1 at 13:07
Moti
1
New contributor
Moti is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
asked Dec 1 at 13:07
Moti
1
New contributor
Moti is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
asked Dec 1 at 13:07
Moti
1
asked Dec 1 at 13:07
Moti
1
1
New contributor
Moti is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
New contributor
Moti is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
Moti is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
add a comment |
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Moti is a new contributor. Be nice, and check out our Code of Conduct.
Moti is a new contributor. Be nice, and check out our Code of Conduct.
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