[Scilab-users] Surface smoothing in Scilab, immune to outliers
Rafael Guerra
jrafaelbguerra at hotmail.com
Tue Mar 5 04:15:55 CET 2013
Hi Calixte,
Thanks for your feedback, the beatiful example and very useful script.
The weighted least squares cubic spline fitting function (lsq_splin) seems
to work very well for outliers of moderate magnitude. However, it seems to
fail for larger outliers:
// Replace for instance the three outliers defined in your script by:
z(10,10)=50;
z(30,20)=50;
z(10,40)=50;
Sinha and Schunck (1992) address this problem using a two-stage procedure,
where a robust local algorithm MLMS (moving least median of squares of
error) is run first to get rid of the outliers. Thereafter, weighted least
squares cubic splines are used. MLMS seems very computationally intensive.
A different approach is the Loess method - see for instance W.G. Jacoby
(2000).
Best regards,
Rafael G.
-----Original Message-----
From: users-bounces at lists.scilab.org [mailto:users-bounces at lists.scilab.org]
On Behalf Of Calixte Denizet
Sent: Monday, March 04, 2013 4:01 PM
To: users at lists.scilab.org
Subject: Re: [Scilab-users] Surface smoothing in Scilab, immune to outliers
Hi Rafael,
You can try to use lsq_splin along the axes x and y.
It seems to work on the following example:
x = %pi * [-1:0.05:1]';
z = sin(x)*cos(x)';
f = gcf();
f.color_map = jetcolormap(32);
subplot(131);
xtitle("Exact values");
plot3d(x, x, z, 70, 70);
e=gce();
e.color_flag = 1;
z = z + 0.5*rand(z);
z(10,10)=5;
z(30,20)=5;
z(10,40)=5;
subplot(132);
xtitle("Perturbated values");
plot3d(x, x, z, 70, 70);
e=gce();
e.color_flag = 1;
zz=zeros(z);
w=linspace(-%pi,%pi,5)';
for i=1:size(z,'r')
[y,d]=lsq_splin(x', z(i,:), w);
zz(i,:)=interp(x', w, y, d);
end
for i=1:size(zz,'c')
[y,d]=lsq_splin(x, zz(:,i), w);
zz(:,i)=interp(x, w, y, d);
end
subplot(133);
xtitle("Smoothed values");
plot3d(x, x, zz, 70, 70);
e=gce();
e.color_flag = 1;
Best regards
Calixte
On 04/03/2013 04:36, Rafael Guerra wrote:
> Hello,
>
> Does somebody know if there are Scilab functions capable of replacing
> outliers via some local robust fitting in 2D, i.e., that smooths
> experimental data z=f(x,y) and is immune to strong outliers.
>
> PS: CASCI in Atoms has a lowess function which does this via local
> robust linear fitting but for functions of one variable only.
>
> Thanks and regards,
> Rafael Guerra
>
>
>
>
> --
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--
Calixte Denizet
Software Development Engineer
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