Metadata-Version: 2.1
Name: hampel
Version: 0.0.2
Summary: Python implementation of the Hampel Filter
Home-page: UNKNOWN
Author: MTrofficus
Author-email: miguel.otero.pedrido.1993@gmail.com
License: UNKNOWN
Description: # Theory
        
        The Hampel filter is generally used to detect anomalies in data with a timeseries structure. It basically consists of a sliding window of a parameterizable size. For each window, each observation will be compared with the Median Absolute Deviation (MAD). The observation will be considered an outlier in the case in which it exceeds the MAD by n times (the parameter n is also parameterizable). For more details, see the following Medium post as well as the Wikipedia entry on MAD.
        
        https://medium.com/wwblog/clean-up-your-time-series-data-with-a-hampel-filter-58b0bb3ebb04
        
        https://en.wikipedia.org/wiki/Median_absolute_deviation
        
        # Install Package
        
        To install the package execute the following command.
        
        ```
        pip install hampel
        ```
        
        # Usage
        
        ```
        hampel(ts, window_size=5, n=3)
        ```
        
        # Arguments
        
        - **ts** - A pandas Series object representing the timeseries 
        - **window_size** -  Total window size will be computed as 2*window_size + 1
        - **n** - Threshold, default is 3 (Pearson's rule)
        
        
        # Code Example
        
        ```
        import matplotlib.pyplot as plt
        import pandas as pd
        from hampel import hampel
        
        ts = pd.Series([1, 2, 1 , 1 , 1, 2, 13, 2, 1, 2, 15, 1, 2])
        ts_cleaned = hampel(ts, window_size=5, n=3)
        
        ts.plot(style="k-")
        ts_cleaned.plot(style="g-")
        plt.show()
        ```
        
        
Platform: UNKNOWN
Classifier: Programming Language :: Python :: 3
Classifier: License :: OSI Approved :: MIT License
Classifier: Operating System :: OS Independent
Requires-Python: >=3.7
Description-Content-Type: text/markdown
