Data Transformation: Global Centering and Scaling

Scaling and/or centering by variable using the mean and standard deviation computed across all time series. Global scaling helps dynamic time warping take variable offsets between time series into account.

Usage

f_scale_global(x = NULL, center = TRUE, scale = TRUE, .global, ...)

Arguments

x

(required, zoo object) Zoo time series object to transform.

center

(optional, logical or numeric vector) Triggers centering if TRUE. Default: TRUE

scale

(optional, logical or numeric vector) Triggers scaling if TRUE. Default: TRUE

.global

(optional, logical) Used to trigger global scaling within tsl_transform().

...

(optional, additional arguments) Ignored in this function.

Value

zoo object

See also

Other tsl_transformation: f_binary(), f_clr(), f_detrend_difference(), f_detrend_linear(), f_detrend_poly(), f_hellinger(), f_list(), f_log(), f_percent(), f_proportion(), f_proportion_sqrt(), f_rescale_global(), f_rescale_local(), f_scale_local(), f_trend_linear(), f_trend_poly()

Examples

x <- zoo_simulate()

y <- f_scale_global(
  x = x
)

if(interactive()){
  zoo_plot(x)
  zoo_plot(y)
}