I am trying to calculate the standard deviation of a group of data based on a 20 period sliding window. I have run into a bit of a problem in knowing how to deal with gaps up or down in the readings and was wondering what the correct method for compensating for this was.(adsbygoogle = window.adsbygoogle || []).push({});

Below is an example of the situation I am trying to compensate for:

102

103

101

105

103

102

103

101

105

103

95

92

94

93

92

95

92

94

93

92

Obviously there is a big gap from 103 to 95, but in this particular situation that is not of significance to me and I would like to filter it out if possible as these spikes tend affect the readings that follow.

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# Compensating for outliers during Standard Deviation Calculation ?

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