ts_norm_an: Time Series Adaptive Normalization

In daltoolbox: Leveraging Experiment Lines to Data Analytics

Time Series Adaptive Normalization

Description

Transform data to a common scale while taking into account the changes in the statistical properties of the data over time.

Usage

ts_norm_an(remove_outliers = TRUE, nw = 0)

Arguments

remove_outliers	logical: if TRUE (default) outliers will be removed.
nw	integer: window size.

Value

a ts_norm_an object.

Examples

# time series to normalize
data(sin_data)

# convert to sliding windows
ts <- ts_data(sin_data$y, 10)
ts_head(ts, 3)
summary(ts[,10])

# normalization
preproc <- ts_norm_an()
preproc <- fit(preproc, ts)
tst <- transform(preproc, ts)
ts_head(tst, 3)
summary(tst[,10])

daltoolbox documentation built on May 29, 2024, 1:57 a.m.