how to remove outliers in large data sets?
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I am unable to open example code of outliers (openExample('matlab/RemoveOutliersInVectorExample') ) and openExample('matlab/DetermineOutliersWithStandardDeviationExample') also.
I had large datasets of power load for three years at 30min interval, I want to remove the outliers poitns which is affecting my forecasting error.
any help to remove the outliers in such datasets would be appreciated.
Thanks
Reference image is attached which shows the outliers datasets in upper side of image, reference to these points the error is also high (as lower side of image).
Thanks again
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Image Analyst
2022년 1월 7일
How large is the data set? How many gigabytes? Can you attach a smaller set (less than 5 MB) in a .zip file?
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Image Analyst
2022년 1월 8일
Try this:
data = readmatrix('Copy of data.xlsx');
x = data(:, 1);
y = data(:, 2);
% Plot just the first cycle.
last = round(70000/3)
x = x(1:last);
y = y(1:last);
subplot(2, 1, 1);
plot(x, y, 'b-')
grid on;
title('Showing One Cycle Only')
% Smooth the data.
windowWidth = 2001; % Some large odd number.
smoothY = movmean(y, windowWidth);
hold on;
plot(x, smoothY, 'r-', 'LineWidth', 3)
% Compute difference between actual and smoothed.
diffy = y - smoothY;
subplot(2, 1, 2);
plot(x, diffy, 'b-');
grid on;
% Detect outliers as having a MAD of more than 900
outlierIndexes = abs(diffy) > 900;
% Plot outliers as red dots over the original data.
subplot(2, 1, 1);
hold on
plot(x(outlierIndexes), y(outlierIndexes), 'r.', 'MarkerSize', 7);
% Now remove outliers from x and y
x(outlierIndexes) = [];
y(outlierIndexes) = [];
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Image Analyst
2022년 1월 17일
You must have a version so old that rmoutliers was not in it yet. However you can do it manually. Just smooth the curve and subtract it from your data and threshold like I did. I didn't use rmoutliers.
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