scaleandperiods {BNPTSclust}R Documentation

Scaling data function.

Description

This function scales the time series data in the interval [0,1] as deemed necessary in Nieto-Barajas and Contreras-Cristan (2014) for the time series clustering algorithm. It also obtains the time periods of the data set provided.

Usage

scaleandperiods(data,scale)

Arguments

data

Data frame with the time series information.

scale

Flag that indicates if the time series data should be scaled to the [0,1] interval with a linear transformation as proposed by Nieto-Barajas and Contreras-Cristan (2014). If TRUE, then the time series are scaled to the [0,1] interval. Its value comes directly from the "scale" argument of the clustering functions.

Details

The function considers that the time periods of the data appear as row names.

Value

periods

array with the time periods of the data.

mydata

data frame with the time series data scaled in [0,1].

cts

variable that indicates if some time series were removed because they were constant in time. If no time series were removed, cts = 0. If there were time series removed, cts indicates the column of such time series.

Note

For internal use.

Author(s)

Martell-Juarez, D.A.


[Package BNPTSclust version 2.0 Index]