The window size has issues about hampel_filter

[libonancaesar]

totally agreed.

hampel_filter/src/hampel.py

Line 48 in f897056

rolling_ts = ts_cleaned.rolling(window_size*2, center=True)

The window size should be 2*window_size + 1

Found this problem too.

[MichaelisTrofficus]

Hi, sorry for the delay, last year was kind of crazy for me and I didn't find any time to work on this library hahha.

If you look at the code now you'll see some major changes (version 1.0.1), since hampel is no longer implemented using pandas, but with Cython. From my experiments I estimate a speed improvement of x6 approximately, so it made sense to make this change. Using this new version, the issue you are mentioning is also solved. For example:

from hampel import hampel

data = np.array([2., 25. 6.])
outlier_indices = hampel(data, window_size=3).outlier_indices

If you print the outlier_indices now, it should be [1].

Please let me know if everything works correctly now and, VERY IMPORTANT, take a look at the updated README.md because there are some changes you must do in your code from now on (if you want to use version 1.0.1 and above).

Thanks!