Finding anomalies using moving average in a time series

Question

I want to find anomalies in a time series. Is it possible to find anomalies using moving average?

no, but with some running median it should be possible – user603 Nov 04 '13 at 11:31 — user603, Nov 04 '13 at 11:31

score 1 · Answer 1 · answered Nov 04 '13 at 12:02

1

Anomalies can be easily detected while using "moving averages" . Please review the woRk or Tsay http://www.unc.edu/~jbhill/tsay.pdf . You might also search for "AUTOMATIC DETECTION OF INTERVENTION VARIABLES" using Google . Post your actual data and I will post the results.

answered Nov 04 '13 at 12:02

IrishStat

29,661

Hi sir, thank you for your answer, I have a very long time series (about 10000 integere values). Im am not sure, if I can attach the file here. Which method do you find better to find anomalies? FFT, Wavlet transform or moving average- Is there any difference between anmolay and outlier in time series? – TangoStar Nov 04 '13 at 12:42
Post the data to dropbox.com. Check out Ruey Tsay's paper on outliers www.unc.edu/~jbhill/tsay.pdf‎ – Tom Reilly Nov 06 '13 at 19:50

Finding anomalies using moving average in a time series

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