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filloutliers

Detect and replace outliers in data

Description

example

B = filloutliers(A,fillmethod) finds outliers in A and replaces them according to fillmethod. For example, filloutliers(A,'previous') replaces outliers with the previous non-outlier element.

  • If A is a matrix, then filloutliers operates on each column of A separately.

  • If A is a multidimensional array, then filloutliers operates along the first dimension of A whose size does not equal 1.

  • If A is a table or timetable, then filloutliers operates on each variable of A separately.

By default, an outlier is a value that is more than three scaled median absolute deviations (MAD) away from the median.

example

B = filloutliers(A,fillmethod,findmethod) specifies a method for detecting outliers. For example, filloutliers(A,'previous','mean') defines an outlier as an element of A more than three standard deviations from the mean.

B = filloutliers(A,fillmethod,'percentiles',threshold) defines outliers as points outside of the percentiles specified in threshold. The threshold argument is a two-element row vector containing the lower and upper percentile thresholds, such as [10 90].

example

B = filloutliers(A,fillmethod,movmethod,window) detects local outliers using a moving window mean or median with window length window. For example, filloutliers(A,'previous','movmean',5) identifies outliers as elements more than three local standard deviations away from the local mean within a five-element window.

example

B = filloutliers(___,dim) specifies the dimension of A to operate along for any of the previous syntaxes. For example, filloutliers(A,'linear',2) operates on each row of a matrix A.

example

B = filloutliers(___,Name,Value) specifies additional parameters for detecting and replacing outliers using one or more name-value arguments. For example, filloutliers(A,'previous','SamplePoints',t) detects outliers in A relative to the corresponding elements of a time vector t.

example

[B,TF,L,U,C] = filloutliers(___) also returns information about the position of the outliers and thresholds computed by the detection method. TF is a logical array indicating the location of the outliers in A. The L, U, and C arguments represent the lower and upper thresholds and the center value used by the outlier detection method.

Examples

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Create a vector of data containing an outlier, and use linear interpolation to replace the outlier. Plot the original and interpolated data.

A = [57 59 60 100 59 58 57 58 300 61 62 60 62 58 57];
B = filloutliers(A,'linear');
plot(1:15,A,1:15,B,'o')
legend('Original Data','Interpolated Data')

Figure contains an axes object. The axes object contains 2 objects of type line. These objects represent Original Data, Interpolated Data.

Create a vector containing an outlier, and define outliers as points outside three standard deviations from the mean. Replace the outlier with the nearest element that is not an outlier, and plot the original data and the interpolated data.

A = [57 59 60 100 59 58 57 58 300 61 62 60 62 58 57];
B = filloutliers(A,'nearest','mean');
plot(1:15,A,1:15,B,'o')
legend('Original Data','Interpolated Data')

Figure contains an axes object. The axes object contains 2 objects of type line. These objects represent Original Data, Interpolated Data.

Use a moving median to find local outliers within a sine wave that corresponds to a time vector.

Create a vector of data containing a local outlier.

x = -2*pi:0.1:2*pi;
A = sin(x);
A(47) = 0;

Create a time vector that corresponds to the data in A.

t = datetime(2017,1,1,0,0,0) + hours(0:length(x)-1);

Define outliers as points more than three local scaled MAD away from the local median within a sliding window. Find the location of the outlier in A relative to the points in t with a window size of 5 hours. Fill the outlier with the computed threshold value using the method 'clip', and plot the original and filled data.

[B,TF,L,U,C] = filloutliers(A,'clip','movmedian',hours(5),'SamplePoints',t);
plot(t,A,t,B,'o')
legend('Original Data','Filled Data')

Figure contains an axes object. The axes object contains 2 objects of type line. These objects represent Original Data, Filled Data.

Fill outliers for each row of a matrix.

Create a matrix of data containing outliers along the diagonal.

A = randn(5,5) + diag(1000*ones(1,5))
A = 5×5
103 ×

    1.0005   -0.0013   -0.0013   -0.0002    0.0007
    0.0018    0.9996    0.0030   -0.0001   -0.0012
   -0.0023    0.0003    1.0007    0.0015    0.0007
    0.0009    0.0036   -0.0001    1.0014    0.0016
    0.0003    0.0028    0.0007    0.0014    1.0005

Fill outliers with zeros based on the data in each row, and display the new values.

[B,TF,lower,upper,center] = filloutliers(A,0,2);
B
B = 5×5

         0   -1.3077   -1.3499   -0.2050    0.6715
    1.8339         0    3.0349   -0.1241   -1.2075
   -2.2588    0.3426         0    1.4897    0.7172
    0.8622    3.5784   -0.0631         0    1.6302
    0.3188    2.7694    0.7147    1.4172         0

You can directly access the detected outlier values and their filled values using TF as an index vector.

[A(TF) B(TF)]
ans = 5×2
103 ×

    1.0005         0
    0.9996         0
    1.0007         0
    1.0014         0
    1.0005         0

Find the outlier in a vector of data, and replace it using the 'clip' method. Plot the original data, the filled data, and the thresholds and center value determined by the detection method. 'clip' replaces the outlier with the upper threshold value.

x = 1:10;
A = [60 59 49 49 58 100 61 57 48 58];
[B,TF,lower,upper,center] = filloutliers(A,'clip');
plot(x,A,x,B,'o',x,lower*ones(1,10),x,upper*ones(1,10),x,center*ones(1,10))
legend('Original Data','Filled Data','Lower Threshold','Upper Threshold','Center Value')

Figure contains an axes object. The axes object contains 5 objects of type line. These objects represent Original Data, Filled Data, Lower Threshold, Upper Threshold, Center Value.

Input Arguments

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Input data, specified as a vector, matrix, multidimensional array, table, or timetable.

  • If A is a table, then its variables must be of type double or single, or you can use the DataVariables argument to list double or single variables explicitly. Specifying variables is useful when you are working with a table that contains variables with data types other than double or single.

  • If A is a timetable, then filloutliers operates only on the table elements. Row times must be unique and listed in ascending order.

Data Types: double | single | table | timetable

Fill method for replacing outliers, specified as one of these values:

Fill MethodDescription
Numeric scalarFills with specified scalar value
'center'Fills with the center value determined by findmethod
'clip'Fills with the lower threshold value for elements smaller than the lower threshold determined by findmethod. Fills with the upper threshold value for elements larger than the upper threshold determined by findmethod
'previous'Fills with the previous non-outlier value
'next'Fills with the next non-outlier value
'nearest'Fills with the nearest non-outlier value
'linear'Fills using linear interpolation of neighboring, non-outlier values
'spline'Fills using piecewise cubic spline interpolation
'pchip'Fills using shape-preserving piecewise cubic spline interpolation
'makima'Fills using modified Akima cubic Hermite interpolation (numeric, duration, and datetime data types only)

Data Types: double | single | char

Method for detecting outliers, specified as one of these values:

MethodDescription
'median'Outliers are defined as elements more than three scaled MAD from the median. The scaled MAD is defined as c*median(abs(A-median(A))), where c=-1/(sqrt(2)*erfcinv(3/2)).
'mean'Outliers are defined as elements more than three standard deviations from the mean. This method is faster but less robust than 'median'.
'quartiles'Outliers are defined as elements more than 1.5 interquartile ranges above the upper quartile (75 percent) or below the lower quartile (25 percent). This method is useful when the data in A is not normally distributed.
'grubbs'Outliers are detected using Grubbs’ test, which removes one outlier per iteration based on hypothesis testing. This method assumes that the data in A is normally distributed.
'gesd'Outliers are detected using the generalized extreme Studentized deviate test for outliers. This iterative method is similar to 'grubbs', but can perform better when there are multiple outliers masking each other.

Percentile thresholds, specified as a two-element row vector whose elements are in the interval [0,100]. The first element indicates the lower percentile threshold and the second element indicates the upper percentile threshold. The first element of threshold must be less than the second element.

For example, a threshold of [10 90] defines outliers as points below the 10th percentile and above the 90th percentile.

Moving method for detecting outliers, specified as one of these values:

MethodDescription
'movmedian'Outliers are defined as elements more than three local scaled MAD from the local median over a window length specified by window. This method is also known as a Hampel filter.
'movmean'Outliers are defined as elements more than three local standard deviations from the local mean over a window length specified by window.

Window length, specified as a positive integer scalar, a two-element vector of positive integers, a positive duration scalar, or a two-element vector of positive durations.

When window is a positive integer scalar, the window is centered about the current element and contains window-1 neighboring elements. If window is even, then the window is centered about the current and previous elements.

When window is a two-element vector of positive integers [b f], the window contains the current element, b elements backward, and f elements forward.

When A is a timetable or SamplePoints is specified as a datetime or duration vector, window must be of type duration, and the windows are computed relative to the sample points.

Operating dimension, specified as a positive integer scalar. If no value is specified, then the default is the first array dimension whose size does not equal 1.

Consider an m-by-n input matrix, A:

  • filloutliers(A,fillmethod,1) fills outliers according to the data in each column of A and returns an m-by-n matrix.

    filloutliers(A,fillmethod,1) column-wise operation

  • filloutliers(A,fillmethod,2) fills outliers according to the data in each row of A and returns an m-by-n matrix.

    filloutliers(A,fillmethod,2) row-wise operation

For table or timetable input data, dim is not supported and operation is along each table or timetable variable separately.

Name-Value Arguments

Specify optional pairs of arguments as Name1=Value1,...,NameN=ValueN, where Name is the argument name and Value is the corresponding value. Name-value arguments must appear after other arguments, but the order of the pairs does not matter.

Before R2021a, use commas to separate each name and value, and enclose Name in quotes.

Example: filloutliers(A,'center','mean','ThresholdFactor',4)

Data Options

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Sample points, specified as a vector of sample point values or one of the options in the following table when the input data is a table. The sample points represent the x-axis locations of the data, and must be sorted and contain unique elements. Sample points do not need to be uniformly sampled. The vector [1 2 3 ...] is the default.

When the input data is a table, you can specify the sample points as a table variable using one of these options:

Option for Table InputDescriptionExamples
Variable name

A character vector or scalar string specifying a single table variable name

'Var1'

"Var1"

Scalar variable index

A scalar table variable index

3

Logical vector

A logical vector whose elements each correspond to a table variable, where true specifies the corresponding variable as the sample points, and all other elements are false

[true false false]

Function handle

A function handle that takes a table variable as input and returns a logical scalar, which must be true for only one table variable

@isnumeric

vartype subscript

A table subscript generated by the vartype function that returns a subscript for only one variable

vartype('numeric')

Note

This name-value argument is not supported when the input data is a timetable. Timetables always use the vector of row times as the sample points. To use different sample points, you must edit the timetable so that the row times contain the desired sample points.

Moving windows are defined relative to the sample points. For example, if t is a vector of times corresponding to the input data, then filloutliers(rand(1,10),'previous','movmean',3,'SamplePoints',t) has a window that represents the time interval between t(i)-1.5 and t(i)+1.5.

When the sample points vector has data type datetime or duration, the moving window length must have type duration.

Example: filloutliers([1 100 3 4],'nearest','SamplePoints',[1 2.5 3 4])

Example: filloutliers(T,'nearest','SamplePoints',"Var1")

Data Types: single | double | datetime | duration

Table variables to operate on, specified as one of the options in this table. The DataVariables value indicates which variables of the input table to fill.

Other variables in the table not specified by DataVariables pass through to the output without being filled.

OptionDescriptionExamples
Variable name

A character vector or scalar string specifying a single table variable name

'Var1'

"Var1"

Vector of variable names

A cell array of character vectors or string array where each element is a table variable name

{'Var1' 'Var2'}

["Var1" "Var2"]

Scalar or vector of variable indices

A scalar or vector of table variable indices

1

[1 3 5]

Logical vector

A logical vector whose elements each correspond to a table variable, where true includes the corresponding variable and false excludes it

[true false true]

Function handle

A function handle that takes a table variable as input and returns a logical scalar

@isnumeric

vartype subscript

A table subscript generated by the vartype function

vartype('numeric')

Example: filloutliers(A,'previous','DataVariables',["Var1" "Var2" "Var4"])

Replace values indicator, specified as one of these values when A is a table or timetable:

  • true or 1 — Replace input table variables with table variables where outlier values are filled.

  • false or 0 — Append input table variables with table variables where outlier values are filled.

For vector, matrix, or multidimensional array input data, ReplaceValues is not supported.

Example: filloutliers(T,'previous','ReplaceValues',false)

Outlier Detection Options

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Detection threshold factor, specified as a nonnegative scalar.

For methods 'median' and 'movmedian', the detection threshold factor replaces the number of scaled MAD, which is 3 by default.

For methods 'mean' and 'movmean', the detection threshold factor replaces the number of standard deviations from the mean, which is 3 by default.

For methods 'grubbs' and 'gesd', the detection threshold factor is a scalar ranging from 0 to 1. Values close to 0 result in a smaller number of outliers and values close to 1 result in a larger number of outliers. The default detection threshold factor is 0.05.

For the 'quartiles' method, the detection threshold factor replaces the number of interquartile ranges, which is 1.5 by default.

This name-value argument is not supported when the specified method is 'percentiles'.

Maximum outlier count, for the 'gesd' method only, specified as a positive integer scalar. The MaxNumOutliers value specifies the maximum number of outliers returned by the 'gesd' method. For example, filloutliers(A,'linear','gesd','MaxNumOutliers',5) returns no more than five outliers.

The default value for MaxNumOutliers is the integer nearest to 10 percent of the number of elements in A. Setting a larger value for the maximum number of outliers can ensure that all outliers are detected, but at the cost of reduced computational efficiency.

The 'gesd' method assumes the non-outlier input data is sampled from an approximate normal distribution. When the data is not sampled in this way, the number of returned outliers might exceed the MaxNumOutliers value.

Known outlier indicator, specified as a logical vector, matrix, or multidimensional array of the same size as A. The known outlier indicator elements can be true to indicate an outlier in the corresponding location of A or false otherwise. Specifying OutlierLocations turns off the default outlier detection method, and uses only the elements of the known outlier indicator to define outliers.

The OutlierLocations name-value argument cannot be specified when findmethod is specified.

The output TF is the same as the OutlierLocations value.

Data Types: logical

Output Arguments

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Filled outlier array, returned as a vector, matrix, multidimensional array, table, or timetable.

B is the same size as A unless the value of ReplaceValues is false. If the value of ReplaceValues is false, then the width of B is the sum of the input data width and the number of data variables specified.

Filled data indicator, returned as a vector, matrix, or multidimensional array. TF is a logical array where 1 (true) corresponds to entries in F that were filled and 0 (false) corresponds to unchanged entries.

TF is the same size as B.

Data Types: logical

Lower threshold used by the outlier detection method, returned as a scalar, vector, matrix, multidimensional array, table, or timetable. For example, the lower value of the default outlier detection method is three scaled MAD below the median of the input data. L has the same size as A in all dimensions except for the operating dimension where the length is 1.

Data Types: double | single | table | timetable

Upper threshold used by the outlier detection method, returned as a scalar, vector, matrix, multidimensional array, table, or timetable. For example, the upper value of the default outlier detection method is three scaled MAD above the median of the input data. U has the same size as A in all dimensions except for the operating dimension where the length is 1.

Data Types: double | single | table | timetable

Center value used by the outlier detection method, returned as a scalar, vector, matrix, multidimensional array, table, or timetable. For example, the center value of the default outlier detection method is the median of the input data. C has the same size as A in all dimensions except for the operating dimension where the length is 1.

Data Types: double | single | table | timetable

More About

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Median Absolute Deviation

For a random variable vector A made up of N scalar observations, the median absolute deviation (MAD) is defined as

MAD = median(|Aimedian(A)|)

for i = 1,2,...,N.

The scaled MAD is defined as c*median(abs(A-median(A))), where c=-1/(sqrt(2)*erfcinv(3/2)).

Extended Capabilities

Version History

Introduced in R2017a

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