remove outliers form timeseries

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Gaetano Pavone
Gaetano Pavone 2019-11-11
编辑： Gaetano Pavone 2019-11-12
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?

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采纳的回答

Daniel M
Daniel M 2019-11-11
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 个评论
Adam Danz
Adam Danz 2019-11-11
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.

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