hampel
Outlier removal using Hampel identifier
Syntax
Description
applies
a Hampel filter to the input vector, y
= hampel(x
)x
, to detect
and remove outliers. For each sample of x
, the
function computes the median of a window composed of the sample and
its six surrounding samples, three per side. It also estimates the
standard deviation of each sample about its window median using the
median absolute deviation. If a sample differs from the median by
more than three standard deviations, it is replaced with the median.
If x
is a matrix, then hampel
treats
each column of x
as an independent channel.
hampel(___)
with no output
arguments plots the filtered signal and annotates the outliers that
were removed.
Examples
Input Arguments
Output Arguments
More About
References
[1] Liu, Hancong, Sirish Shah, and Wei Jiang. “On-line outlier detection and data cleaning.” Computers and Chemical Engineering. Vol. 28, March 2004, pp. 1635–1647.
[2] Suomela, Jukka. “Median Filtering Is Equivalent to Sorting.” 2014.
Version History
See Also
medfilt1
| median
| filloutliers
| filter
| isoutlier
| mad
(Statistics and Machine Learning Toolbox) | movmad
| movmedian
| sgolayfilt