Standardisation

Objective

Standardization is another Feature scaling method where the values are centered around the mean with a unit standard deviation. This means that the mean of the attribute becomes zero, and the resultant distribution has a unit standard deviation.

Example

time window:
  emitting type: slidingStandardNormalization
  window functions:
    normalization:
      function:
        standard norm: {}
      attributes: [ ask,bid ]
  policy:
    type: slidingTime
    slide: 500
    window size: 2500

Output attributes

Event output attributes from the above example.

  • ask_STANDARD_NORM

  • bid_STANDARD_NORM

Response variable

List of calculated double values.

Postfix ID

Applied to attribute

  • STANDARD_NORM

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