# Winsorization: cap extreme values to reduce outlier impact
# Load package and example data
library(daltoolbox)
data(tsd)
tsd$y[9] <- 2 * tsd$y[9] # inject an outlier
# Fit Winsor filter and transform series
filter <- ts_fil_winsor()
filter <- fit(filter, tsd$y)
y <- transform(filter, tsd$y)
# Plot original vs Winsorized series
plot_ts_pred(y = tsd$y, yadj = y)
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