znorm {jmotif} | R Documentation |
Z-normalizes a time series by subtracting its mean and dividing by the standard deviation.
Description
Z-normalizes a time series by subtracting its mean and dividing by the standard deviation.
Usage
znorm(ts, threshold = 0.01)
Arguments
ts |
the input time series. |
threshold |
the z-normalization threshold value, if the input time series' standard deviation will be found less than this value, the procedure will not be applied, so the "under-threshold-noise" would not get amplified. |
References
Dina Goldin and Paris Kanellakis, On similarity queries for time-series data: Constraint specification and implementation. In Principles and Practice of Constraint Programming (CP 1995), pages 137-153. (1995)
Examples
x = seq(0, pi*4, 0.02)
y = sin(x) * 5 + rnorm(length(x))
plot(x, y, type="l", col="blue")
lines(x, znorm(y, 0.01), type="l", col="red")
[Package jmotif version 1.1.1 Index]