In time series datasets, which method can help in detecting outliers that break the typical temporal pattern?

  • Z-Score Outlier Detection
  • Seasonal Decomposition of Time Series (STL)
  • K-Means Clustering
  • Chi-Square Test
Seasonal Decomposition of Time Series (STL) is a method for breaking down time series data into its seasonal, trend, and residual components. By analyzing the residuals, one can detect outliers that do not adhere to the typical temporal patterns in the data.
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