ts_norm_swminmax: Time Series Sliding Window Min-Max

In tspredit: Time Series Prediction with Integrated Tuning

Time Series Sliding Window Min-Max

Description

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(outliers = outliers_boxplot())

Arguments

outliers

Indicate outliers transformation class. NULL can avoid outliers removal.

Value

returns a ts_norm_swminmax 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_swminmax()
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.