Hampel filter outlier detection

1. How does Hampel filter work?
2. How do you use Hampel?
3. What is 1.5 IQR rule?

How does Hampel filter work?

The Hampel Filter block detects and removes the outliers of the input signal by using the Hampel identifier. The Hampel identifier is a variation of the three-sigma rule of statistics, which is robust against outliers.

How do you use Hampel?

Use hampel to locate every sample that differs by more than three standard deviations from the local median. The measurement window is composed of the sample and its six surrounding samples, three per side. [y,i,xmedian,xsigma] = hampel(x); Plot the filtered signal and annotate the outliers.

What is 1.5 IQR rule?

Any observations that are more than 1.5 IQR below Q1 or more than 1.5 IQR above Q3 are considered outliers. This is the method that Minitab uses to identify outliers by default.