Consider the IQR Law in the Detection of Outlier in Time Series Considering Skewness

Kai-Ju Yang · Dadiceliang Yu Diqiudonglixue · 2015

In order to analyze the skewness of GPS time series data,a skewness factor MC is introduced for measurement as well as construction of the corresponding function in order to improve the detection range of the IQR law.We interpolate after rejecting the outliers,using the time series of the CHAN IGS station provided by Sopac experimental sequence,artificially adding different orders of magnitude and different densities of outlier.We confirmed that the IQR law considering skewness is more rigorous in algorithm and more effective in outlier detection than IQR law alone.

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