znormalize: Z-normalization

Description Usage Arguments Value

Description

Calculates the z-normalization by subtracting the mean and dividing by the standard deviation (constant series are normalized to 0). Multi-variate time series (matrices) are normalized per column.

Usage

1

Arguments

x

A numeric vector/matrix (uni- or multivariate time series).

Value

Z-normalized time series.


Jakob-Bach/FastTSDistances documentation built on May 13, 2019, 1:15 p.m.