How to detect variations in data?

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Mohamed Nedal 2019-12-23

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评论： Mohamed Nedal 2019-12-26

Hello everyone,

I would like to determine the location at which there is data variation (like the highlighted points in the attached image).

Kindly find the attached code + .mat file.

Each sub-plot represents a variable on y-axis and the time on x-axis. Usually, the variation appear in several variables (plots) like this one.

Could you suggest the best method to do so?

and How can I determine the starting and ending points of that variation?

I appreciate your help.

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采纳的回答

Image Analyst 2019-12-24

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test5.m

You might try movstd() to do a sliding window standard deviation. Then threshold it to find elements where the standard deviation is what you deem "high". See attached code where I did it for your "B" signal. Adapt it to do any other signals you want.

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Mohamed Nedal 2019-12-25

Thank you very much!

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Ridwan Alam 2019-12-23

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Depends on how complex of a solution you are looking for. There are algorithms for change point detection that you can try.

https://www.mathworks.com/help/signal/ref/findchangepts.html

Or, you can have a sliding window (your defined size) over the signal and look for specific features (e.g mean crossing rate, variance, etc. depending your signal type) to find the windows that contain a "change".

Hope this helps.

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Image Analyst 2019-12-26

I think findchangepts() locates points where the data goes from smooth to something drastically different, or vice versa. So it basically finds corners or elbows in the data.

movstd() on the other hand gives a high signal wherever the data has high variability regardless if the signal looks like a corner or elbow there.

Mohamed Nedal 2019-12-26