КФУ. Карточка публикации. How to quickly find anomalies in number series using the Hampel method

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HOW TO QUICKLY FIND ANOMALIES IN NUMBER SERIES USING THE HAMPEL METHOD

Форма представления

Иные электронные образовательные ресурсы

Год публикации

2023

Язык

английский

Авторы, сотрудники КФУ

Гильмуллин Мансур Файзрахманович, автор

Другие авторы

Гильмуллин Тимур Мансурович, автор

Библиографическое описание на языке оригинала

T. Gilmullin, M. Gilmullin. How to quickly find anomalies in number series using the Hampel method. - https://forworktests.blogspot.com/2023/01/how-to-quickly-find-anomalies-in-number.html

Аннотация

In practice, there are problems for the solution of which it is required to find anomalies in the numerical series. Such tasks are found in various areas: in data science, machine learning, cybersecurity, algorithmic trading, etc. The article shows examples of how to quickly and efficiently find anomalies in numerical series using the modified Hampel method (Hampel F.R.) using sliding windows. To filter a number series for the presence of anomalies in it, it is proposed to use the Python implementation of the HampelFilter() function. The use of the created functions is possible, among other things, using the example of the problem of searching for outliers in stock data.

Ключевые слова

anomaly, cybersecurity, data science, machine learning, python, outliers, series, filtering, Hampel, Median Absolute Deviation, sliding windows

URL

https://forworktests.blogspot.com/2023/01/how-to-quickly-find-anomalies-in-number.html

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https://repository.kpfu.ru/?p_id=275143

Полная запись метаданных

Поле DC	Значение	Язык
dc.contributor.author	Гильмуллин Мансур Файзрахманович	ru_RU
dc.contributor.author	Гильмуллин Тимур Мансурович	ru_RU
dc.date.accessioned	2023-01-01T00:00:00Z	ru_RU
dc.date.available	2023-01-01T00:00:00Z	ru_RU
dc.date.issued	2023	ru_RU
dc.identifier.citation	T. Gilmullin, M. Gilmullin. How to quickly find anomalies in number series using the Hampel method. - https://forworktests.blogspot.com/2023/01/how-to-quickly-find-anomalies-in-number.html	ru_RU
dc.identifier.uri	https://repository.kpfu.ru/?p_id=275143	ru_RU
dc.description.abstract	In practice, there are problems for the solution of which it is required to find anomalies in the numerical series. Such tasks are found in various areas: in data science, machine learning, cybersecurity, algorithmic trading, etc. The article shows examples of how to quickly and efficiently find anomalies in numerical series using the modified Hampel method (Hampel F.R.) using sliding windows. To filter a number series for the presence of anomalies in it, it is proposed to use the Python implementation of the HampelFilter() function. The use of the created functions is possible, among other things, using the example of the problem of searching for outliers in stock data.	ru_RU
dc.language.iso	ru	ru_RU
dc.subject	anomaly	ru_RU
dc.subject	cybersecurity	ru_RU
dc.subject	data science	ru_RU
dc.subject	machine learning	ru_RU
dc.subject	python	ru_RU
dc.subject	outliers	ru_RU
dc.subject	series	ru_RU
dc.subject	filtering	ru_RU
dc.subject	Hampel	ru_RU
dc.subject	Median Absolute Deviation	ru_RU
dc.subject	sliding windows	ru_RU
dc.subject	anomaly	ru_RU
dc.subject	cybersecurity	ru_RU
dc.subject	data science	ru_RU
dc.subject	machine learning	ru_RU
dc.subject	python	ru_RU
dc.subject	outliers	ru_RU
dc.subject	series	ru_RU
dc.subject	filtering	ru_RU
dc.subject	Hampel	ru_RU
dc.subject	Median Absolute Deviation	ru_RU
dc.subject	sliding windows	ru_RU
dc.title	How to quickly find anomalies in number series using the Hampel method	ru_RU
dc.type	Иные электронные образовательные ресурсы	ru_RU