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add functions to
outlier.pythat label outliers in a timeseries based on deviations from a reference signal. The current functions inoutlier.pyfind outliers using either the time series' marginal distribution (zscore,tukey) or sliding windows of the time series (hampel). I don't know how to define an outlier from the deviation of signal from reference, but perhaps the existing outlier methods apply? -
add functions to
outlier.pyto identify threshold curves in a time series. The geometry is intuitive, but the statistics can seem complicated and out of reach. Maybe there's a version of quantile regression that can be applied here.
See discussion in #223.
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