Statistical parametric methodologies are widely employed in the analysis of time series of gas turbine (GT) sensor readings. These methodologies identify outliers as a consequence of excessive deviation from a statistical-based model, derived from available observations. Among parametric techniques, the k–σ methodology demonstrates its effectiveness in the analysis of stationary time series. Furthermore, the simplicity and the clarity of this approach justify its direct application to industry. On the other hand, the k–σ methodology usually proves to be unable to adapt to dynamic time series since it identifies observations in a transient as outliers. As this limitation is caused by the nature of the methodology itself, two improved approaches are considered in this paper in addition to the standard k–σ methodology. The two proposed methodologies maintain the same rejection rule of the standard k–σ methodology, but differ in the portions of the time series from which statistical parameters (mean and standard deviation) are inferred. The first approach performs statistical inference by considering all observations prior to the current one, which are assumed reliable, plus a forward window containing a specified number of future observations. The second approach proposed in this paper is based on a moving window scheme. Simulated data are used to tune the parameters of the proposed improved methodologies and to prove their effectiveness in adapting to dynamic time series. The moving window approach is found to be the best on simulated data in terms of true positive rate (TPR), false negative rate (FNR), and false positive rate (FPR). Therefore, the performance of the moving window approach is further assessed toward both different simulated scenarios and field data taken on a GT.

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