Holiday Greetings Monks!

I have an interesting situation, and I'm hoping that I can find a very intuitive solution by re-using code rather than writing my own hacked up code.

I have a situation where I need to analyze about 40,000 unique sets of data on a daily basis. My job is to take each set of data (comprised of many time, value pairs) and look for inconsistencies within that data set. The data might be linear or exponential (if exponential, it should be an always increasing or always decreasing slope,) and the magnitude of the values is irrelevant, unless there is a drastic change in magnitude at some point in the data. I analyze each data set separately, so the only relevance to having 40,000 sets to look at is that it can not be to slow.

I guess what I'm looking for is something that can take a whole bunch of (x,y) pairs and try to fit that data to some sort of line or constantly /(increasing)|(decreasing)/ curve, and then let me know if there were any points that fell outside of the given margine of error.

That probably sounds like a very specific problem, but as I recall from my statistics classes (long, long ago), it comes up quite frequently, so I'm hoping that somebody knows about something that might come close to doing something like this for me.

Thanks in advance!

In reply to Seeking abnormalities in data sets. by ehdonhon

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