Regarding removal of low values within time series
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I have a time series data (see attached data_qn.xls) that consists of values that are clearly lower than the rest of the observations. How could I remove these values in MATLAB?
I considered running a sliding window function that returns the lowest values, but it seem impractical because the window size may be different. I also tried something like the code below, but the indices are relative to its own window array and that complicates things.
for i = 1:length(data)-window_sz % window_sz = 20 arbitrarily
window_range = data(i:i+window_sz-1,:);
[M I] = min(window_range);
del_rows(i,1)=I;
end
Any idea?
Thank you Ben
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