normalize

Defined in fynance.features.scale

normalize(X, a=0, b=1, axis=0)

Scale the data between a and b.

Substitutes the minimum and divid by the difference between the maximum and the minimum. Then multiply by b minus a and add a.

\[Normalize(X) = (b - a) \times \frac{X - X_{min}}{X_{max} - X_{min}} + a\]

Parameters:

Xnp.ndarray[dtype, ndim=1 or 2]

Data to scale.

a, bfloat or array_like, optional

Respectively the lower and upper bound of the transformation.

axisint, optional

Axis along which to scale the data.

Returns:

np.ndarray[dtype, ndim=1 or 2]

The scaled data.

See also

Scale, standardize, roll_normalize