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smoothdata

Smooth noisy data

Syntax

B = smoothdata(A)
B = smoothdata(A,dim)
B = smoothdata(___,method)
B = smoothdata(___,method,window)
B = smoothdata(___,nanflag)
B = smoothdata(___,Name,Value)
[B,window] = smoothdata(___)

Description

example

B = smoothdata(A) returns a moving average of the elements of a vector using a fixed window length that is determined heuristically. The window slides down the length of the vector, computing an average over the elements within each window.

  • If A is a matrix, then smoothdata computes the moving average down each column.

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

  • If A is a table or timetable with numeric variables, then smoothdata operates on each variable separately.

example

B = smoothdata(A,dim) operates along the dimension dim of A. For example, if A is a matrix, then smoothdata(A,2) smooths the data in each row of A.

example

B = smoothdata(___,method) specifies the smoothing method for either of the previous syntaxes. For example, B = smoothdata(A,'sgolay') uses a Savitzky-Golay filter to smooth the data in A.

example

B = smoothdata(___,method,window) specifies the length of the window used by the smoothing method. For example, smoothdata(A,'movmedian',5) smooths the data in A by taking the median over a five-element sliding window.

example

B = smoothdata(___,nanflag) specifies how NaN values are treated for any of the previous syntaxes. 'omitnan' ignores NaN values and 'includenan' includes them when computing within each window.

example

B = smoothdata(___,Name,Value) specifies additional parameters for smoothing using one or more name-value pair arguments. For example, if t is a vector of time values, then smoothdata(A,'SamplePoints',t) smooths the data in A relative to the times in t.

example

[B,window] = smoothdata(___) also returns the moving window length.

Examples

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Create a vector containing noisy data, and smooth the data with a moving average. Plot the original and smoothed data.

x = 1:100;
A = cos(2*pi*0.05*x+2*pi*rand) + 0.5*randn(1,100);
B = smoothdata(A);
plot(x,A,'-o',x,B,'-x')
legend('Original Data','Smoothed Data')

Create a matrix whose rows represent three noisy signals. Smooth the three signals using a moving average, and plot the smoothed data.

x = 1:100;
s1 = cos(2*pi*0.03*x+2*pi*rand) + 0.5*randn(1,100);
s2 = cos(2*pi*0.04*x+2*pi*rand) + 0.4*randn(1,100) + 5;
s3 = cos(2*pi*0.05*x+2*pi*rand) + 0.3*randn(1,100) - 5;
A = [s1; s2; s3];
B = smoothdata(A,2);
plot(x,B(1,:),x,B(2,:),x,B(3,:))

Smooth a vector of noisy data with a Gaussian-weighted moving average filter. Display the window length used by the filter.

x = 1:100;
A = cos(2*pi*0.05*x+2*pi*rand) + 0.5*randn(1,100);
[B, window] = smoothdata(A,'gaussian');
window
window = 4

Smooth the original data with a larger window of length 20. Plot the smoothed data for both window lengths.

C = smoothdata(A,'gaussian',20);
plot(x,B,'-o',x,C,'-x')
legend('Small Window','Large Window')

Create a noisy vector containing NaN values, and smooth the data ignoring NaN, which is the default.

A = [NaN randn(1,48) NaN randn(1,49) NaN];
B = smoothdata(A);

Smooth the data including NaN values. The average in a window containing NaN is NaN.

C = smoothdata(A,'includenan');

Plot the smoothed data in B and C.

plot(1:100,B,'-o',1:100,C,'-x')
legend('Ignore NaN','Include NaN')

Create a vector of noisy data that corresponds to a time vector t. Smooth the data relative to the times in t, and plot the original data and the smoothed data.

x = 1:100;
A = cos(2*pi*0.05*x+2*pi*rand) + 0.5*randn(1,100);
t = datetime(2017,1,1,0,0,0) + hours(0:99);
B = smoothdata(A,'SamplePoints',t);
plot(t,A,'-o',t,B,'-x')
legend('Original Data','Smoothed Data')

Input Arguments

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Input array, specified as a vector, matrix, multidimensional array, table, or timetable. If A is a table or timetable, then either the variables must be numeric, or you must use the 'DataVariables' name-value pair to list numeric variables explicitly. Specifying variables is useful when you are working with a table that also contains non-numeric variables.

Data Types: double | single | int8 | int16 | int32 | int64 | uint8 | uint16 | uint32 | uint64 | logical | table | timetable

Complex Number Support: Yes

Dimension to operate along, 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 a matrix A.

B = smoothdata(A,1) smooths the data in each column of A.

B = smoothdata(A,2) smooths the data in each row of A.

When A is a table or timetable, dim is not supported. smoothdata operates along each table or timetable variable separately.

Data Types: double | single | int8 | int16 | int32 | int64 | uint8 | uint16 | uint32 | uint64

Smoothing method, specified as one of the following:

  • 'movmean' — Moving average over each window of A. This method is useful for reducing periodic trends in data.

  • 'movmedian' — Moving median over each window of A. This method is useful for reducing periodic trends in data when outliers are present.

  • 'gaussian' — Gaussian-weighted moving average over each window of A.

  • 'lowess' — Linear regression over each window of A. This method can be computationally expensive, but results in fewer discontinuities.

  • 'loess' — Quadratic regression over each window of A. This method is slightly more computationally expensive than 'lowess'.

  • 'rlowess' — Robust linear regression over each window of A. This method is a more computationally expensive version of the method 'lowess', but it is more robust to outliers.

  • 'rloess' — Robust quadratic regression over each window of A. This method is a more computationally expensive version of the method 'loess', but it is more robust to outliers.

  • 'sgolay' — Savitzky-Golay filter, which smooths according to a quadratic polynomial that is fitted over each window of A. This method can be more effective than other methods when the data varies rapidly.

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

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

When the window length is also specified as an output argument, the output value matches the input value.

Data Types: double | single | int8 | int16 | int32 | int64 | uint8 | uint16 | uint32 | uint64 | duration

NaN condition, specified as one of the following values:

  • 'omitnan' — Ignore NaN values in the input. If a window contains all NaN values, then smoothdata returns NaN.

  • 'includenan' — Include NaN values when computing within each window, resulting in NaN.

Name-Value Pair Arguments

Specify optional comma-separated pairs of Name,Value arguments. Name is the argument name and Value is the corresponding value. Name must appear inside single quotes (' '). You can specify several name and value pair arguments in any order as Name1,Value1,...,NameN,ValueN.

Example: smoothdata(A,'SmoothingFactor',0.5)

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Window size factor, specified as the comma-separated pair consisting of 'SmoothingFactor' and a scalar ranging from 0 to 1. The value of 'SmoothingFactor' adjusts the level of smoothing by scaling the heuristic window size. Values near 0 produce smaller moving window lengths, resulting in less smoothing. Values near 1 produce larger moving window lengths, resulting in more smoothing.

'SmoothingFactor' is 0.25 by default and can only be specified when window is not specified.

Data Types: double | single | int8 | int16 | int32 | int64 | uint8 | uint16 | uint32 | uint64

Sample points, specified as the comma-separated pair consisting of 'SamplePoints' and a vector. The sample points represent the location of the data in A. Sample points do not need to be uniformly sampled. By default, the sample points vector is [1 2 3 ...].

Moving windows are defined relative to the sample points, which must be sorted and contain unique elements. For example, if t is a vector of times corresponding to the input data, then smoothdata(rand(1,10),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, then the moving window length must have type duration.

If the sample points are nonuniformly spaced and the 'Endpoints' name-value pair is specified, then its value must be 'shrink'.

This name-value pair is not supported when the input data is a timetable.

Data Types: double | single | int8 | int16 | int32 | int64 | uint8 | uint16 | uint32 | uint64 | datetime | duration

Table variables, specified as the comma-separated pair consisting of 'DataVariables' and a variable name, a cell array of variable names, a numeric vector, a logical vector, or a function handle. The 'DataVariables' value indicates which columns of the input table to smooth, and can be one of the following:

  • A character vector specifying a single table variable name

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

  • A vector of table variable indices

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

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

Example: 'Age'

Example: {'Height','Weight'}

Example: @isnumeric

Data Types: char | cell | double | single | logical | function_handle

Savitzky-Golay degree, specified as the comma-separated pair consisting of 'Degree' and a nonnegative integer. This name-value pair can only be specified when 'sgolay' is the specified smoothing method. The value of 'Degree' corresponds to the degree of the polynomial in the Savitzky-Golay filter that fits the data within each window, which is 2 by default.

The value of 'Degree' must be less than the window length for uniform sample points. For nonuniform sample points, the value must be less than the maximum number of points in any window.

Data Types: double | single | int8 | int16 | int32 | int64 | uint8 | uint16 | uint32 | uint64

Output Arguments

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Output array, returned as a vector, matrix, or multidimensional array. B is the same size and type as A.

Data Types: double | single | int8 | int16 | int32 | int64 | uint8 | uint16 | uint32 | uint64 | logical | table | timetable

Window length, returned 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 specified as an input argument, the output value matches the input value. When window is not specified as an input argument, then its value is the scalar heuristically determined by smoothdata based on the input data.

Data Types: double | single | int8 | int16 | int32 | int64 | uint8 | uint16 | uint32 | uint64 | duration

Algorithms

When the window size for the smoothing method is not specified, smoothdata computes a default window size based on a heuristic. For a smoothing factor τ, the heuristic estimates a moving average window size that attenuates approximately 100*τ percent of the energy of the input data.

Introduced in R2017a


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