Hampel Outlier Detection

Identifying outliers in time series using Hampel outlier detection.

Identifying and removing outliers from PV sensor time series data allows for more accurate data analysis. In this example, we demonstrate how to use pvanalytics.quality.outliers.hampel() to identify and filter out outliers in a time series.

import pvanalytics
from pvanalytics.quality.outliers import hampel
import matplotlib.pyplot as plt
import pandas as pd
import pathlib

First, we read in the ac_power_inv_7539_outliers example. Min-max normalized AC power is represented by the “value_normalized” column. There is a boolean column “outlier” where inserted outliers are labeled as True, and all other values are labeled as False. These outlier values were inserted manually into the data set to illustrate outlier detection by each of the functions. We use a normalized time series example provided by the PV Fleets Initiative. This example is adapted from the DuraMAT DataHub clipping data set: https://datahub.duramat.org/dataset/inverter-clipping-ml-training-set-real-data

pvanalytics_dir = pathlib.Path(pvanalytics.__file__).parent
ac_power_file_1 = pvanalytics_dir / 'data' / 'ac_power_inv_7539_outliers.csv'
data = pd.read_csv(ac_power_file_1, index_col=0, parse_dates=True)
print(data.head(10))

                           value_normalized  outlier
timestamp
2017-04-10 19:15:00+00:00          0.000002    False
2017-04-10 19:30:00+00:00          0.000000    False
2017-04-11 06:15:00+00:00          0.000000    False
2017-04-11 06:45:00+00:00          0.033103    False
2017-04-11 07:00:00+00:00          0.043992    False
2017-04-11 07:15:00+00:00          0.055615    False
2017-04-11 07:30:00+00:00          0.110986    False
2017-04-11 07:45:00+00:00          0.184948    False
2017-04-11 08:00:00+00:00          0.276810    False
2017-04-11 08:15:00+00:00          0.358061    False

We then use pvanalytics.quality.outliers.hampel() to identify outliers in the time series, and plot the data with the hampel outlier mask.

hampel_outlier_mask = hampel(data=data['value_normalized'],
                             window=10)
data['value_normalized'].plot()
data.loc[hampel_outlier_mask, 'value_normalized'].plot(ls='', marker='o')
plt.legend(labels=["AC Power", "Detected Outlier"])
plt.xlabel("Date")
plt.ylabel("Normalized AC Power")
plt.tight_layout()
plt.show()

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