Re-Scale Vectors and Time-Series Features
You can install the development version of normaliseR
from GitHub using the following:
devtools::install_github("hendersontrent/normaliseR")normaliseR is a software package for R for rescaling
numerical vectors or feature_calculations objects produced
by the theft R
package for computing time-series features.
Putting calculated feature vectors on an equal scale is crucial for
any statistical or machine learning model as variables with high
variance can adversely impact the model’s capacity to fit the data
appropriately, learn appropriate weight values, or minimise a loss
function. normaliseR includes function
normalise (or normalize) to rescale either a
whole feature_calculations object, or a single vector of
values. The following normalisation methods are currently offered:
"zScore""Sigmoid""RobustSigmoid""MinMax""MaxAbs"