Removing outliers from data

How can I remove outliers of a vector where an outlier is defined as a point more than three standard deviations from the mean of the data in matlab 2R2017b? I also want to remove outliers using a 10 day moving average or a smoothed average.

Answer 1

[Adam]

threshold = 3 * std( data );
validRange = mean( data ) + [-1 1] * threshold;
dataWithoutOutliers = data( data >= validRange(1) & data <= validRange(2) );

should do the first bit, though that is typed off the top of my head, not tested.

doc movmean

should help with a moving average if you are using R2016a or later.

[AU]

Thank you for the answer Adam. The last line gives me the error: Operands to the || and && operators must be convertible to logical scalar values. How can I solve it?

[Adam]

Ah, yes. I've corrected the answer now, using just a simple & to AND together non-scalar arrays.