Quantile filter (#1715)

Co-authored-by: pvranik <petr.vranik@mgm-tp.com>
Co-authored-by: Oxan van Leeuwen <oxan@oxanvanleeuwen.nl>

components/sensor/index.rst

@@ -129,6 +129,11 @@ Filters are processed in the order they are defined in your configuration.
           window_size: 5
           send_every: 5
           send_first_at: 1
+      - quantile:
+          window_size: 5
+          send_every: 5
+          send_first_at: 1
+          quantile: .9
       - sliding_window_moving_average:
           window_size: 15
           send_every: 15
@@ -232,6 +237,41 @@ degree with a least squares solver.
       filters:
         - filter_out: 85.0
 
+``quantile``
+************
+
+A `simple moving quantile <https://en.wikipedia.org/wiki/Quantile>`__
+over the last few values. This can be used to filter outliers from the received sensor data. A large
+window size will make the filter slow to react to input changes.
+
+.. code-block:: yaml
+
+    # Example configuration entry
+    - platform: wifi_signal
+      # ...
+      filters:
+        - quantile:
+            window_size: 7
+            send_every: 4
+            send_first_at: 3
+            quantile: .9
+
+Configuration variables:
+
+- **window_size** (*Optional*, int): The number of values over which to calculate the quantile
+  when pushing out a value.
+  Defaults to ``5``.
+- **send_every** (*Optional*, int): How often a sensor value should be pushed out. For
+  example, in above configuration the quantile is calculated after every 4th
+  received sensor value, over the last 7 received values.
+  Defaults to ``5``.
+- **send_first_at** (*Optional*, int): By default, the very first raw value on boot is immediately
+  published. With this parameter you can specify when the very first value is to be sent.
+  Must be smaller than or equal to ``send_every``
+  Defaults to ``1``.
+- **quantile** (*Optional*, float): value from 0 to 1 to determine which quantile to pick.
+  Defaults to ``.9``.
+
 ``median``
 **********