timeatlas.processors.Scaler.zscore

static Scaler.zscore(ts: TimeSeries) → TimeSeries

Scale a TimeSeries values by removing the mean and scaling to unit variance

z=x−μσ

where :

• z is the scaled value

• x is the value

• μ is the mean of the time series

• σ is the standard deviation of the time series

Parameters

ts – TimeSeries to scale

Returns

TimeSeries

timeatlas.processors.Scaler.minmax Read/Write