- general feedback (could it be written more elegantly?)
- is it possible to reformulate the inequality in a compact way in order to avoid the \wedge ?
Code: Select all
\documentclass{article}
\usepackage{amssymb,amsmath}
\providecommand{\abs}[1]{\lvert#1\rvert}
\begin{document}
Consider $\lbrace p_i \rbrace^N_{i=1}$ a time series of prices. We identify outliers with
\begin{equation}\label{eq01}
\abs{p_i - \overline{p}_{i}(k^-)} > \max \lbrace 3s_i(k),\gamma \rbrace
\quad \wedge \quad \abs{p_i - \overline{p}_{i}(k^+)} > \max \lbrace 3s_i(k),\gamma \rbrace
\end{equation}
where $\overline{p}_{i}(k^-)$, $\overline{p}_{i}(k^+)$ denote the sample means on the $k/2$ observations respectively before and after $i$ and $s_i(k)$ is the standard deviation on the whole neigborhood. Finally, $\gamma$ is the granularity parameter.
\end{document}