ts_norm_ean {daltoolbox}

Time Series Adaptive Normalization (Exponential Moving Average - EMA)

Description

It takes 2 parameters: remove_outliers and nw

Usage

ts_norm_ean(remove_outliers = TRUE, nw = 0)

Arguments

remove_outliers

logical: if TRUE (default) outliers will be removed.

nw

windows size

Value

a ts_norm_ean object.

Examples

# time series to normalize
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])