Programmatically finding "significant" data points

Jeremy Sanders jeremy+complangpython at jeremysanders.net
Tue Nov 14 15:08:50 CET 2006


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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