Re: Programmatically finding "significant" data points
- From: Jeremy Sanders <jeremy+complangpython@xxxxxxxxxxxxxxxxx>
- Date: Tue, 14 Nov 2006 14:08:50 +0000
erikcw wrote:
I have a collection of ordered numerical data in a list. The numbers....
when plotted on a line chart make a low-high-low-high-high-low (random)
pattern. I need an algorithm to extract the "significant" high and low
points from this data.
How do I sort through this data and pull out these points of
significance?
Get a book on statistics. One idea is as follows. If you expect the points
to be centred around a single value, you can calculate the median or mean
of the points, calculate their standard deviation (aka spread), and remove
points which are more than N-times the standard deviation from the median.
Jeremy
--
Jeremy Sanders
http://www.jeremysanders.net/
.
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