Vela library is a cache-like state holder for several series. It sieves the incoming data and keeps the last N non-stale correct values for each series.
Introduction article: https://rocket-science.ru/hacking/2020/07/06/vela-time-series-cache
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One thing - are you 100% of that unicode name for δ function? It is not that easy to use, and probably someone who is not accustomed to the statistics may even not be able to recognise this function.
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Unicode is my whim I am not going to renounce 
I also everywhere use λ as the variable name for anonymous functions.
Jokes aside, this function exists only because I wanted this δ to appear there. I could even have made it @doc false; the behaviour, implemented by all real objects, has delta/2, which does effectively the same.
Anyway, thanks for nitpicking!
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Since v0.8.1, Vela allows a corrector/3 callback to allow correction of rejected values.
That might be useful for out-of-the-box implementation of Low-pass filter.
