Spike removal algorithm

Question

I have an array of values ranging from 30 to 300. I want to somehow make an weighted average, where, if I have 5 values and one is a lot bigger than the rest(spike), it won't influence the average that much as it would if I simply make a arithmetic average: eg: (n1+n2+n3+n4+n5)/5.

Does anyone has an idea how to make an simple algorithm that does just that, or where to look?

Answer 1

Sounds like you're looking to discard data that falls outside some parameter range you've specified. You could do it by computing the median/mode and ignoring values outside of this range when computing your mean. You'll have to adjust the divisor accordingly, of course, to account for the number of discarded values. What this "tolerable" range should be is ultimately up to you to decide, and will likely depend on your specific application needs.

Alternatively, you could try something like eliminating items r% out of range of your total average. Something like this (in javascript):

function RangedAverage(arr, r)
{
    x = Average(arr);
    //now eliminate items r% out of range
    for(var i=0; i<arr.length; i++)
        if(arr[i] < (x/r) || arr[i]>(x*(1+r)))
            arr.splice(i,1);
    x = Average(arr); //compute new average
    return x;
}