Comprehensive Guide to Hampel Filter for Outlier Detection

Author(s): Louis Chan

Originally published on Towards AI.

Step by Step Walkthrough with S&P 500 Index

Image by Midjourney; Edited by Author

Disclaimer: This is a deep-dive tutorial of Hampel Filter. S&P 500 Index is just an example to demonstrate how to implement Hampel Filter. It should not be considered as any financial advice.

Outliers can significantly impact the results of data analysis, causing incorrect conclusions and decisions. The Hampel filter is a powerful tool for detecting and handling outliers in data. It is widely used in many fields, including finance, engineering, and statistics.

This tutorial will cover all the details about Hampel Filter to get you started using it. Hopefully, this would also allow you to understand when… Read the full blog for free on Medium.

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Published via Towards AI