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]