timeatlas.processors.Scaler.zscore

static Scaler.zscore(ts: TimeSeries) → TimeSeries

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

\[z = \frac{x - \mu}{\sigma}\]
where :

  • \(z\) is the scaled value

  • \(x\) is the value

  • \(\mu\) is the mean of the time series

  • \(\sigma\) is the standard deviation of the time series

Parameters

ts – TimeSeries to scale

Returns

TimeSeries

timeatlas.processors.Scaler.minmax Read/Write