ts_norm_swminmax: Time Series Sliding Window Min-Max

In daltoolbox: Leveraging Experiment Lines to Data Analytics

Time Series Sliding Window Min-Max

Description

It takes as parameter the variable remove_outliers. The ts_norm_swminmax function creates an object for normalizing a time series based on the "sliding window min-max scaling" method

Usage

ts_norm_swminmax(remove_outliers = TRUE)

Arguments

remove_outliers

logical: if TRUE (default) outliers will be removed.

Value

a ts_norm_swminmax 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_swminmax()
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.