Sudden changes in data values - how to detect?

I have a matrix of data with around 2000 rows and only 1 column. They first few hundred are all numerical values between 1-10 and then all of a sudden, there is a change in the values to numbers between 1000-10000. How could i write a code to find the position in which this change occurs? I have been stuck with the question for several days and i can't think of a logical way to do it. I am extremely new to matlab.

Thank you

Answer 1

[Star Strider]

The easiest way:

x = [randi(10, 20, 1); randi([1000 10000], 20, 1)];     % Created Data
jump = find(diff([0; x]) > 10, 1, 'first');             % Index

The ‘jump’ variable has the first index of the difference in the values that is greater than 10. Run my simulated code — and experiment with it to see how it works — then apply it to your vector.

[James Wright]

Hello, thank you for your reply, I understand how this works but is there a way to standardise this procedure. For example, if I have some other data that is like in 0.1 and then all of a sudden becomes 0.00001? Is there a way I could write a code which would find a sudden change using any data?

Thank you again

[Star Strider]

My pleasure.

You would have to adjust the threshold and the comparison condition, but the code should work otherwise.

The same code for your new vector might be:

x = [0.1*randi(10, 20, 1); 1E-5*randi(10, 20, 1)];        % Created Data
jump = find(x < 1E-2, 1, 'first');                        % Index

Experiment to get the result you need.

[RobB]

This could help me, but is it possible to show the location of multiple changes? Say you had several large jumps in one column of data...is it possible to have matlab tell us more than just the first location? Thanks!

[Star Strider]

Yes.

See my Comment to dpb’s Answer in your original Question.

Answer 2

[Steven Lord]

Since this question was asked the ischange function has been added to MATLAB. Its short description is "Find abrupt changes in data".