MATLAB: How ‘movmedian’ in isoutlier work

isoutliermovmedian

Hi, I am using isoutlier 'movmedian' to remove outlier data. But i confused how that method. Anyone can explain?

Example: A= [1 2 1 -1 -2 -3 -1 3 4 1]

M=movmed(A,3)

M= 0.5 0 1 1 1 2 1 1 1,5

H=isoutlier(A,'movmedian',3)

H=0 1 0 0 0 0 0 0 0

Best Answer

According to the documentation ,

The 'movmedian' method "returns true for elements more than three local scaled MAD from the local median over a window length specified by window."

The MAD (mean absolute deviation) is explained here:

https://www.mathworks.com/help/matlab/ref/isoutlier.html#bvolfgk

MAD is computed within a moving window across your data. You defined the window to be 3 elements long. Let me know if you need more help unpacking that.

Related Solutions

MATLAB: Assign moving window average if 50 % of the values in the window are within a threshold

threshold=5;%whatever you want your threshold to be
threshold2= ;%window size/2
mvavg = movmean(temp_ms, [left_window right_window],'omitnan',...
                       'Endpoints', 'discard'); 
mvsum = movsum(temp_ms<threshold, [left_window right_window],'omitnan',...
                       'Endpoints', 'discard'); 
mvavg(mvsum<threshold2)=nan;

MATLAB: Scaled MAD in isoutlier

Hi,

The c value here is approximately equal to 1.4826 and it is commonly used in outlier detection. It is even mentioned in the MAD wikipedia article: https://en.wikipedia.org/wiki/Median_absolute_deviation

This value assumes that the data is normally distributed. For an example reference, see https://dipot.ulb.ac.be/dspace/bitstream/2013/139499/1/Leys_MAD_final-libre.pdf

Our documentation mentions the c value, but doesn't explicitly state the widely-used approximate value 1.4826 since we actually do the calculation in our isoutlier function.

Hope this helps!.

Best Answer

Related Solutions

MATLAB: Assign moving window average if 50 % of the values in the window are within a threshold

MATLAB: Scaled MAD in isoutlier

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