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Re:Winsorized Mean by Gibbon1 on Thursday October 19, 2023 @02:48PM (#37946930)
I used to design PID controllers where some of the analog readings would be actually bad. And grossly so.

Like 1002, 998, 1004, 48723, 2104, 1003, 997...

Estimating the deviation from the mean of the last n readings and ignoring ones too far out works well. Also calculate the percentage of bad readings and have a way of displaying it.

Re:Winsorized Mean by creer on Thursday October 19, 2023 @04:54PM (#37948582)
Right! In a case like this, some outliers are just useless for calculating the mean - they come from something else - BUT they might still be useful in a SMART style of trying to detect degradation of the system. A second measure.
Re:Winsorized Mean by Gibbon1 on Friday October 20, 2023 @01:02AM (#37952535)
My take about these things is you really need to understand what you are filtering for and what you are filtering against. If you don't you'll have a bad time.