Borrar filtros
Borrar filtros

remove outliers form timeseries

6 visualizaciones (últimos 30 días)
Gaetano Pavone
Gaetano Pavone el 11 de Nov. de 2019
Editada: Gaetano Pavone el 12 de Nov. de 2019
I have an original timeseries ts and I would like to apply a filter for removing the outliers. In particular I define a percentile criteria for filtering the original ts:
[B,TF]=rmoutliers(ts.Data,'percentiles',[5 95]);
Such operation returns two objects: a filtered ts.Data, that is B, and the logical vector Tf in which if the element is outlier the corresponding element is equal to 1, otherwise is equal to 0.
Now my question is:
how to build a timeseries with the filtered data B and the corresponding datetime vectors?

Respuesta aceptada

Daniel M
Daniel M el 11 de Nov. de 2019
If timevector is the name of your datetime vector, then you can mask out the outliers using
timevector_good = timevector(~TF); % this is the "good" data points
  1 comentario
Adam Danz
Adam Danz el 11 de Nov. de 2019
You can use the TF logical vector to identify non-outlier indices.
ts.Data(~TF)
dateTimeVector(~TF)
My answer moved here as a comment to supplement Daniel's answer.

Iniciar sesión para comentar.

Más respuestas (0)

Categorías

Más información sobre Time Series Events en Help Center y File Exchange.

Etiquetas

Productos


Versión

R2019b

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by