add z_score_for_detect_outliers

Author: leksono

Python/z_score_for_detect_outliers.py

@@ -0,0 +1,26 @@
+# -*- coding: utf-8 -*-
+import numpy as np
+
+def find_anomalies_z_score(list_data):
+  outliers = []
+  
+  std_data = np.std(list_data); print('std:', std_data)
+  mean_data = np.mean(list_data); print('mean:', mean_data)
+  anomaly_cut_off = std_data * 3; print('anomaly_cut_off:', anomaly_cut_off)
+
+  lower_limit  = mean_data - anomaly_cut_off; print('lower_limit', lower_limit)
+  upper_limit = mean_data + anomaly_cut_off; print('upper_limit', upper_limit)
+
+  for outlier in list_data:
+          if outlier > upper_limit or outlier < lower_limit:
+              outliers.append(outlier)
+              
+  if len(outliers) == 0:
+    print('outlier is not found')
+
+  return outliers
+
+if __name__ == '__main__':
+    data = 5 * np.random.randn(1000) + 50
+    result = find_anomalies_z_score(data)
+    print('outliers : ', result)