I am performing a machine learning regression task on time series data. I have a data frame filled with the close prices of various assets and economic data. I am looking to perform outlier detection on the entire dataframe. Here is my question:
- What are some good methods to perform this?
Here is a subsection of my dataframe (df):
audjpy audnzd audusd usdcad cadchf cadjpy
2008-01-01 98.050003 1.140000 0.877116 0.99320 1.13960 112.599998
2008-01-02 96.559998 1.139500 0.884017 0.99440 1.12560 109.820000
2008-01-03 96.550003 1.140900 0.881601 0.98880 1.12370 110.693001
2008-01-04 95.168999 1.138300 0.876578 0.99880 1.10470 108.459999
2008-01-07 95.220001 1.134500 0.871916 1.00550 1.11130 108.559998
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