standardize_vec: Standardize to Mean 0, Standard Deviation 1 (Center & Scale)

In timetk: A Tool Kit for Working with Time Series

Standardize to Mean 0, Standard Deviation 1 (Center & Scale)

Description

Standardization is commonly used to center and scale numeric features to prevent one from dominating in algorithms that require data to be on the same scale.

Usage

standardize_vec(x, mean = NULL, sd = NULL, silent = FALSE)

standardize_inv_vec(x, mean, sd)

Arguments

x	A numeric vector.
mean	The mean used to invert the standardization
sd	The standard deviation used to invert the standardization process.
silent	Whether or not to report the automated mean and sd parameters as a message.

Details

Standardization vs Normalization

• Standardization refers to a transformation that reduces the range to mean 0, standard deviation 1

• Normalization refers to a transformation that reduces the min-max range: (0, 1)

Value

Returns a numeric vector with the standardization transformation applied.

See Also

• Normalization/Standardization: standardize_vec(), normalize_vec()

• Box Cox Transformation: box_cox_vec()

• Lag Transformation: lag_vec()

• Differencing Transformation: diff_vec()

• Rolling Window Transformation: slidify_vec()

• Loess Smoothing Transformation: smooth_vec()

• Fourier Series: fourier_vec()

• Missing Value Imputation for Time Series: ts_impute_vec(), ts_clean_vec()

Examples

library(dplyr)

d10_daily <- m4_daily %>% dplyr::filter(id == "D10")

# --- VECTOR ----

value_std <- standardize_vec(d10_daily$value)
value     <- standardize_inv_vec(value_std,
                                 mean = 2261.60682492582,
                                 sd   = 175.603721730477)

# --- MUTATE ----

m4_daily %>%
    group_by(id) %>%
    mutate(value_std = standardize_vec(value))

timetk documentation built on Nov. 2, 2023, 6:18 p.m.