ts_norm_an: Time Series Adaptive Normalization

View source: R/ts_norm_an.R

ts_norm_anR Documentation

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(outliers = outliers_boxplot(), nw = 0)

Arguments

outliers

Indicate outliers transformation class. NULL can avoid outliers removal.

nw

integer: window size.

Value

returns a ts_norm_an object.

Examples

# time series to normalize
library(daltoolbox)
data(tsd)

# convert to sliding windows
ts <- ts_data(tsd$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])

tspredit documentation built on June 22, 2025, 5:07 p.m.