Robust Scale

Description

Robust scaling is less sensitive to outliers compared to standardization. It uses the median and interquartile range (IQR) instead of the mean and standard deviation.

Example

time window:
  emitting type: slidingRobustNormalization
  window functions:
    normalization:
      function:
        robust scale: {}
      attributes: [ ask,bid ]
  policy:
    type: slidingTime
    slide: 500
    window size: 2500

Output attributes

Event output attributes from the above example.

• ask_ROBUST_SCALE

• bid_ROBUST_SCALE

Postfix ID

Applied to attribute

• ROBUST_SCALE