matlab 剪毛刺,MATLAB消除曲线毛刺Outlier Detection and Removal [hampel]

MATLAB消除曲线毛刺Outlier Detection and Removal [hampel]

function [YY, I, Y0, LB, UB, ADX, NO]=hampel(X, Y, DX, T, varargin)%HAMPEL Hampel Filter.%HAMPEL(X,Y,DX,T,varargin) returns the Hampel filtered values of the% elements in Y. It was developed to detect outliers ina time series,% but it can also be used asan alternative to the standard median%filter.%

%References% Chapters 1.4.2, 3.2.2 and 4.3.4 inMining Imperfect Data: Dealing with%Contamination and Incomplete Records by Ronald K. Pearson.%

%Acknowledgements% I would like to thank Ronald K. Pearson forthe introduction to moving%window filters. Please visit his blog at:% http://exploringdatablog.blogspot.com/2012/01/moving-window-filters-and

% -pracma.html%

%X,Y are row or column vectors with an equal number of elements.% The elements inY should be Gaussian distributed.%

% Input DX,T,varargin must not contain NaN values!

%

%DX,T are optional scalar values.% DX isa scalar which defines the half width of the filter window.% It is required that DX > 0and DX should be dimensionally equivalent to% the values inX.% T is a scalar which defines the threshold value used inthe equation% |Y - Y0| > T*S0.%

% Standard Parameters forDX and T:% DX = 3*median(X(2:end)-X(1:end-1));% T = 3;%

% varargin covers addtional optional input. The optional input must be in

% the form of 'PropertyName', PropertyValue.%Supported PropertyNames:% 'standard': Use the standard Hampel filter.% 'adaptive': Use an experimental adaptive Hampel filter. Explained under% Revision 1details below.%

%Supported PropertyValues: Scalar value which defines the tolerance of% the adaptive filter. In the case of standard Hampel filter thisvalue% isignored.%

%Output YY,I,Y0,LB,UB,ADX are column vectors containing Hampel filtered%values of Y, a logical index of the replaced values, nominal data,%lower and upper bounds on the Hampel filter and the relative half size%of the local window, respectively.%

% NO isa scalar that specifies the Number of Outliers detected.%

%Examples% 1. Hampel filter removal of outliers% X = 1:1000; %Pseudo Time% Y = 5000 + randn(1000, 1); %Pseudo Data% Outliers = randi(1000, 10, 1); %Index of Outliers% Y(Outliers) = Y(Outliers) + randi(1000, 10, 1); %Pseudo