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Exercise

Fitting on residuals

Another method of detecting outliers from time series is fitting a classifier to the residuals from decomposition. This is also a univariate approach with the advantage of being much faster than other multivariate methods.

The apple dataset has been loaded, along with MAD estimator and the seasonal_decompose function.

Instructions 1/3

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  • Extract the residuals from the DecomposeResult object and reshape the underlying array into 2D.