I am trying to filter the outlayer in my timeframe data that can be used for unexplained spikes (pulses) The trend, or level change, is to achieve stable data in earlier and later periods, so that the effects can be estimated in the middle.
What kind of tools are available for ARIA modeling to detect interference? I'm surprised how much I can find so far.
Have tried? When using RPy you can use R package like BPP (Bionic Change Point) or Strunchy.
Brief Tutorials on RPy: strucchange Package: BCP Package:
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