Time Series Normalization??

23 views (last 30 days)
Andrew on 7 May 2011
Hi all,
I'm working on anomaly detection in time-series data. As a newbie, I'm just curious to know why do we normalize the time-series data?Does it affect the end results when we test an algorithm.
Can someone help me giving some idea and links that gives some idea about the need to normalize the time-series.

Answers (1)

Kamuran Turksoy
Kamuran Turksoy on 5 Mar 2012
If you have multiple inputs, and the amplitudes of your inputs are different then it is better to normalize your inputs. In other words, if you have inputs with different means and variance, when you do normalization, you make all of them to have zero mean and one variance. Thus the weight of all input on the output becomes same. To do normalization you can subtract mean of each input from itself and then divide by its standard deviation.


Find more on Time Series in Help Center and File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!