Scale¶
This module contains some tools to scale data set, such as standardization (standardize
), normalization (normalize
) and rolling versions (roll_standardize
and roll_normalize
).
There is also a scale object (Scale
) that allows you to scale your data with standardization or normalization and keep in memory the parameters used to scale the data. Such that you can rescale an other data set with the same parameters or you can also revert the scale transformation.
Scale functions¶
fynance.features.scale.normalize (X[, a, b, axis]) |
Scale the data between a and b . |
fynance.features.scale.standardize (X[, a, …]) |
Substitutes the mean and divid by the standard deviation. |
fynance.features.scale.roll_normalize (X[, …]) |
Scale the data between a and b . |
fynance.features.scale.roll_standardize (X[, …]) |
Substitutes the rolling mean and divid by the rolling standard dev. |
Scale object¶
fynance.features.scale.Scale (X[, kind, a, …]) |
Object to scale data. |