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Is Kalman filter being used in "Detect Numeric Outliers" showcase?

rosho
Communicator
‎06-14-2019 08:51 AM

Hi

In the showcase: Forecast Time Series, I can choose between Kalman and ARIMA.
Once Kalman is chosen, it is possible to select: LLP, LLT, etc.

In the "Detect Numeric Outliers" showcase (in the SPL) it can be seen "algorithm=LLP".

So, the Kalman filter is being used to detect outliers. What do you think?

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