I have an original timeseries ts and I would like to apply a filter for removing the outliers. In particular I define a percentile criteria for filtering the original ts:
Such operation returns two objects: a filtered ts.Data, that is B, and the logical vector Tf in which if the element is outlier the corresponding element is equal to 1, otherwise is equal to 0.
Now my question is:
how to build a timeseries with the filtered data B and the corresponding datetime vectors?