You may want to look into an Allan Variance.
Jason Overstreet
Statistician
Honeywell DSES
(727) 539-3964
-----Original Message-----
From: s-news-owner@lists.biostat.wustl.edu
[mailto:s-news-owner@lists.biostat.wustl.edu] On Behalf Of
Paul.Reynolds@ILIM.COM
Sent: Monday, October 24, 2005 5:00 AM
To: s-news@lists.biostat.wustl.edu
Subject: [S] Dispersion Measures
Dear Fellow S+ Users,
Background: I have monthly time series data for a metric over a 15 year
period with variable numbers of monthly observations. I wish to analyse the
spread in these metric values over time but am wary of using a simple
'standard deviation'...
Question: Can anyone please advise of alternative robust measures of
dispersion for a noisy data set with outliers (rather than the default
'standard deviation'). For example, inter-quartile ranges may be a
possibility, but if anyone can advise of other measures that may be of
interest I would be grateful. [I appreciate that the use of some methods
may be dependent on data size: the number of observations at any given time
point may vary from small sample (5 or less) - for which meaningful
statistics may not be possible - up to about 100].
Thanks and kind regards
Paul
[Windows User, S+ 6.2 Professional]
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