MATLAB: Finding extreme values in a panel data set

cell array

Dear Matlab experts
I have
A={
    [1]    ' '              [NaN]     [NaN]     [NaN]     
    [1]    '30/11/08'    [11.1447]    [0.2117]    [463.1360]
    [1]    '28/12/08'    [11.7129]    [0.2209]    [436.6316]
    [1]    '25/01/09'    [11.5152]    [0.2212]    [441.5430]
    [1]    '22/02/09'    [11.4854]    [0.2201]    [453.7015]
    [1]    '22/03/09'    [NaN]       [0.2185]    [461.3925]
    [1]    '19/04/09'    [10.9700]    [0.2104]    [486.4095]
    [1]    '17/05/09'    [11.4846]    [0.2162]    [451.4833]
    [1]    '14/06/09'    [10.9967]    [0.2158]    [475.8620]
    [1]    '12/07/09'    [11.1990]    [0.2211]    [449.4574]
    [2]    ' '             [NaN]     [NaN]     [NaN]     
    [2]    '30/11/08'    [10.8638]    [0.2175]    [472.2659]
    [2]    '28/12/08'    [11.0897]    [0.2182]    [479.3408]
    [2]    '25/01/09'    [11.0996]    [0.2286]    [442.6719]
    [2]    '22/02/09'    [11.0473]    [0.2211]    [481.4548]
    [2]    '22/03/09'    [11.1151]    [0.2259]    [468.2757]
    [2]    '19/04/09'    [10.9865]    [0.2300]    [461.5581]
    [2]    '17/05/09'    [10.7931]    [0.2259]    [487.6257]
    [2]    '14/06/09'    [10.5845]    [0.2200]    [529.8777]
    [2]    '12/07/09'    [10.8926]    [0.2315]    [433.3039]
    [3]    ' '             [NaN]     [NaN]     [NaN]     
    [3]    '30/11/08'    [10.7658]    [0.2339]    [487.7729]
    [3]    '28/12/08'    [10.5227]    [0.2305]    [505.4553]
    [3]    '25/01/09'    [10.6700]    [0.2279]    [480.0745]
    [3]    '22/02/09'    [10.7632]    [NaN]    [518.5076]
    [3]    '22/03/09'    [10.5065]    [0.2271]    [470.0111]
    [3]    '19/04/09'    [10.6112]    [0.2215]    [483.5394]
    [3]    '17/05/09'    [10.5855]    [0.2190]    [497.3172]
    [3]    '14/06/09'    [10.3085]    [0.2158]    [515.7492]
    [3]    '12/07/09'    [10.4475]    [0.2211]    [482.3380]
}
A is a panel data set that shows the evolution of some variables (columns 3-5) over time (column 2) for 3 individuals (column 1).
I would like
1) to detect outliers (their position and their corresponding values) in columns 3, 4 and 5 where an outlier is defined as a “a value that it is larger than (or equal to) 3 standard deviations over the mean”.
2) plot a diagram for each of the columns 3, 4 and 5 where outliers will stand out with, say, a red color
Could I do that with some matlab code?
Thank you very much
just to mention that my real A is huge where I have 400 individuals.

Best Answer

What have you tried so far? Did you try anything along the lines of
column3 = cell2mat(A(:,3))
goodIndexes = ~isnan(column3)
goodColumn3 = column3(goodIndexes)
mean3 = mean(goodColumn3)
std3 = std(goodColumn3)
lowerLimit = mean3 - std3
upperLimit = mean3 + std3
outliers = column3 < lowerLimit | column3 > upperLimit
outlierIndexes = find(outliers);
normalIndexes = find(~outliers);
x = (1:length(column3))';
stem(x(normalIndexes), column3(normalIndexes), 'b');
hold on;
grid on;
stem(x(outlierIndexes), column3(outlierIndexes), 'r');
% Enlarge figure to full screen.
set(gcf, 'units','normalized','outerposition',[0 0 1 1]);
and so on for the other columns?
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