tsanutils: Adaptive Normalization Utilities

In tspredit: Time Series Prediction with Integrated Tuning

Adaptive Normalization Utilities

Description

Utility object that groups helper functions used by the adaptive normalization family implemented in ts_norm_an().

Usage

tsanutils()

Details

These helpers separate the mathematical operators from the training flow of the preprocessor itself.

Stabilization helpers

• an_stabilize_level() avoids unstable divisive normalization when the adaptive reference is close to zero.

• an_reference_scale() blends local dispersion and local level to create a smooth transition between additive and relative normalization regimes.

Adaptive normalization operators

• an_divide() and an_divide_inverse() implement divisive adaptive normalization.

• an_subtract() and an_subtract_inverse() implement subtractive adaptive normalization.

• an_softdivide() and an_softdivide_inverse() implement the stabilized hybrid operator based on a blended reference scale.

• an_asinh() and an_asinh_inverse() implement the inverse-hyperbolic-sine adaptive contrast around the local reference level.

This organization makes it easier to keep ts_norm_an() readable and to compare operators as explicit members of the same adaptive-normalization family.

Value

A tsanutils object exposing the helper functions.

References

Ogasawara, E., Martinez, L. C., De Oliveira, D., Zimbrão, G., Pappa, G. L., Mattoso, M. (2010). Adaptive Normalization: A novel data normalization approach for non-stationary time series. Proceedings of the International Joint Conference on Neural Networks (IJCNN). doi:10.1109/IJCNN.2010.5596746

Huber PJ (1964). Robust Estimation of a Location Parameter. Annals of Mathematical Statistics, 35(1), 73-101. doi:10.1214/aoms/1177703732

Burbidge JB, Magee L, Robb AL (1988). Alternative Transformations to Handle Extreme Values of the Dependent Variable. Journal of the American Statistical Association, 83(401), 123-127.

Bellemare MF, Wichman CJ (2020). Elasticities and the Inverse Hyperbolic Sine Transformation. Oxford Bulletin of Economics and Statistics, 82(1), 50-61. doi:10.1111/obes.12325

Examples

utils <- tsanutils()

center <- c(0.1, 2)
scale_value <- c(0.2, 0.5)
values <- c(0.15, 2.3)

utils$an_divide(list(epsilon = 1e-8), values, center, scale_value)
utils$an_softdivide(list(lambda = 1, epsilon = 1e-8), values, center, scale_value)

tspredit documentation built on May 15, 2026, 1:07 a.m.