Outlier correction

Details Outlier correction Outlier correction

2007-07-03

2007-07-03

Nghiem, Michael (Department: 2863)

Data processing: measuring, calibrating, or testing

Measurement system

Measured signal processing

C702S181000

Reexamination Certificate

active

11021674

ABSTRACT:
The invention provides methods and apparatus, including computer program products, for correcting outlier values in a series of values representing a predetermined numerical parameter over time. For predetermined time interval with a beginning (b) and end (e) point of the time series, an ex-post forecast time series (s_ep) is calculated using the historical time series (s_h) and a predetermined model function (f). Lower and upper tolerance limit lines are defined using (s_ep) and on a quality function (qf) over the time interval. Beginning at (b), (s_h) is corrected by replacing the first value outside of the tolerance lines by a predetermined value inside the tolerance lines. The (s_ep) is recalculated using (s_h) and (f). The tolerance lines are redefined using the recalculated (s_ep) and (qf) that takes only values where the last outlier value has been replaced. These steps are repeated until all (s_h) outlier values have been replaced.

REFERENCES:
patent: 2005/0043598 (2005-02-01), Goode et al.
patent: 2005/0137830 (2005-06-01), Moessner et al.
patent: 2005/0165635 (2005-07-01), Moessner
patent: 1 548 623 (2005-06-01), None

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