去极值Detect Outliers的几种方案：MAD、3sigma

• 异常值检测Detect Outliers

  In statistics, outliers are data points that don’t belong to a certain population. It is an abnormal observation that lies far away from other values. An outlier is an observation that diverges from othervise well-structured data.

  There are several ways to detect anomalies.

  Detect Outlier这个概念，更多是用在machine learning处理数据时。

  去极值是一个更广泛的概念，极值是异常值的一种，先找出极值（异常值），再去掉极值，算是一个完整的“去极值”过程。

• Detect Anomalies

• 1.Standard Deviation

  For a data distribution is approximately normal then about 68% of the data values lie within one standard deviation of the mean and about 95% are within two standard deviations, and about 99.7% lie within three standard deviations.

• 2.Boxplots

  Interquartile Range

• 3.DBScan Clustring

  DBScan is a clustering algorithm that’s used cluster data into groups.

• 4.Isolation Forest

  Isolation Forest is an unsupervised learning algorithm that belongs to the ensemble decision trees family.

• 5.Robust Random Cut Forest

  Random Cut Forest (RCF) algorithm is Amazon’s unsupervised algorithm for detecting anaomalies.

• 6.Minimum Covariance Determinant

• 7.Local Outlier Factor

  The local outlier factor(LOF) is a technique that attempts to harness the idean of nearest neighbors for outlier detection.

• 8.One-Class SVM

• 9.Z-Score

• Anomaly Detection vs. Outlier detection

  Outlier detection and n