Removing outliers from data
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How can I remove outliers of a vector where an outlier is defined as a point more than three standard deviations from the mean of the data in matlab 2R2017b? I also want to remove outliers using a 10 day moving average or a smoothed average.
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threshold = 3 * std( data );
validRange = mean( data ) + [-1 1] * threshold;
dataWithoutOutliers = data( data >= validRange(1) & data <= validRange(2) );
should do the first bit, though that is typed off the top of my head, not tested.
doc movmean
should help with a moving average if you are using R2016a or later.
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