ts_norm_ean {tspredit} | R Documentation |
Time Series Adaptive Normalization (Exponential Moving Average - EMA)
Description
Creates a normalization object for time series data using an Exponential Moving Average (EMA) method. This normalization approach adapts to changes in the time series and optionally removes outliers.
Usage
ts_norm_ean(outliers = outliers_boxplot(), nw = 0)
Arguments
outliers |
Indicate outliers transformation class. NULL can avoid outliers removal. |
nw |
windows size |
Value
returns a ts_norm_ean
object.
Examples
# time series to normalize
library(daltoolbox)
data(sin_data)
# convert to sliding windows
ts <- ts_data(sin_data$y, 10)
ts_head(ts, 3)
summary(ts[,10])
# normalization
preproc <- ts_norm_ean()
preproc <- fit(preproc, ts)
tst <- transform(preproc, ts)
ts_head(tst, 3)
summary(tst[,10])
[Package tspredit version 1.2.707 Index]