{ "cells": [ { "cell_type": "markdown", "metadata": {}, "source": [ "## Normalization Exponential Adaptive Normalization" ] }, { "cell_type": "code", "execution_count": 1, "metadata": {}, "outputs": [ { "name": "stderr", "output_type": "stream", "text": [ "Loading required package: daltoolbox\n", "\n", "Registered S3 method overwritten by 'quantmod':\n", " method from\n", " as.zoo.data.frame zoo \n", "\n", "\n", "Attaching package: ‘daltoolbox’\n", "\n", "\n", "The following object is masked from ‘package:base’:\n", "\n", " transform\n", "\n", "\n" ] } ], "source": [ "# DAL ToolBox\n", "# version 1.01.727\n", "\n", "source(\"https://raw.githubusercontent.com/cefet-rj-dal/daltoolbox/main/jupyter.R\")\n", "\n", "#loading DAL\n", "load_library(\"daltoolbox\") " ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "### Series for studying" ] }, { "cell_type": "code", "execution_count": 2, "metadata": {}, "outputs": [], "source": [ "data(sin_data)" ] }, { "cell_type": "code", "execution_count": 3, "metadata": {}, "outputs": [ { "data": { "image/png": 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Fahjowb9zPPKkvnIi63aFBK/JnqLYEi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\nSLZ8LBdJtY/D3MFKoXf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"text/plain": [ "plot without title" ] }, "metadata": { "image/png": { "height": 420, "width": 420 } }, "output_type": "display_data" } ], "source": [ "library(ggplot2)\n", "plot_ts(x=sin_data$x, y=sin_data$y) + theme(text = element_text(size=16))" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "### sliding windows" ] }, { "cell_type": "code", "execution_count": 4, "metadata": {}, "outputs": [ { "data": { "text/html": [ "\n", "\n", "\n", "\t\n", "\n", "\n", "\t\n", "\t\n", "\t\n", "\n", "
A matrix: 3 × 10 of type dbl
t9t8t7t6t5t4t3t2t1t0
0.00000000.24740400.47942550.68163880.84147100.94898460.99749500.98398590.90929740.7780732
0.24740400.47942550.68163880.84147100.94898460.99749500.98398590.90929740.77807320.5984721
0.47942550.68163880.84147100.94898460.99749500.98398590.90929740.77807320.59847210.3816610
\n" ], "text/latex": [ "A matrix: 3 × 10 of type dbl\n", "\\begin{tabular}{llllllllll}\n", " t9 & t8 & t7 & t6 & t5 & t4 & t3 & t2 & t1 & t0\\\\\n", "\\hline\n", "\t 0.0000000 & 0.2474040 & 0.4794255 & 0.6816388 & 0.8414710 & 0.9489846 & 0.9974950 & 0.9839859 & 0.9092974 & 0.7780732\\\\\n", "\t 0.2474040 & 0.4794255 & 0.6816388 & 0.8414710 & 0.9489846 & 0.9974950 & 0.9839859 & 0.9092974 & 0.7780732 & 0.5984721\\\\\n", "\t 0.4794255 & 0.6816388 & 0.8414710 & 0.9489846 & 0.9974950 & 0.9839859 & 0.9092974 & 0.7780732 & 0.5984721 & 0.3816610\\\\\n", "\\end{tabular}\n" ], "text/markdown": [ "\n", "A matrix: 3 × 10 of type dbl\n", "\n", "| t9 | t8 | t7 | t6 | t5 | t4 | t3 | t2 | t1 | t0 |\n", "|---|---|---|---|---|---|---|---|---|---|\n", "| 0.0000000 | 0.2474040 | 0.4794255 | 0.6816388 | 0.8414710 | 0.9489846 | 0.9974950 | 0.9839859 | 0.9092974 | 0.7780732 |\n", "| 0.2474040 | 0.4794255 | 0.6816388 | 0.8414710 | 0.9489846 | 0.9974950 | 0.9839859 | 0.9092974 | 0.7780732 | 0.5984721 |\n", "| 0.4794255 | 0.6816388 | 0.8414710 | 0.9489846 | 0.9974950 | 0.9839859 | 0.9092974 | 0.7780732 | 0.5984721 | 0.3816610 |\n", "\n" ], "text/plain": [ " t9 t8 t7 t6 t5 t4 t3 \n", "[1,] 0.0000000 0.2474040 0.4794255 0.6816388 0.8414710 0.9489846 0.9974950\n", "[2,] 0.2474040 0.4794255 0.6816388 0.8414710 0.9489846 0.9974950 0.9839859\n", "[3,] 0.4794255 0.6816388 0.8414710 0.9489846 0.9974950 0.9839859 0.9092974\n", " t2 t1 t0 \n", "[1,] 0.9839859 0.9092974 0.7780732\n", "[2,] 0.9092974 0.7780732 0.5984721\n", "[3,] 0.7780732 0.5984721 0.3816610" ] }, "metadata": {}, "output_type": "display_data" }, { "data": { "text/plain": [ " t0 \n", " Min. :-0.99929 \n", " 1st Qu.:-0.55091 \n", " Median : 0.05397 \n", " Mean : 0.02988 \n", " 3rd Qu.: 0.63279 \n", " Max. : 0.99460 " ] }, "metadata": {}, "output_type": "display_data" } ], "source": [ "sw_size <- 10\n", "ts <- ts_data(sin_data$y, sw_size)\n", "ts_head(ts, 3)\n", "summary(ts[,10])" ] }, { "cell_type": "code", "execution_count": 5, "metadata": {}, "outputs": [ { "data": { "image/png": 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aqasTjgd8Ku31C1SFPhFV5DG2ANPIIdQQxxVxSqWqSdcCevoQ0wEqZiRxBE2DXu\nqhbJvsiI87ec3A47sCMIMgb+J2YiZYvUHb7lNrbuUkpejB1BlF/hYTETKVuk2fA8t7E1t3+8\n2CXfMAnbc0HZIh2IaMJtbK0dSfABXGvMltYPCTrRr2yR7CuijvIbXGNtwO9mvVcQOmWKoK+e\n1S3SAFjIb3B9/QNB32MHEWQbtBAyj7pFWgz9Qh9ECvoyp0hTsYOIUrtMqohp1C1Scuxl/AbX\n17qcIi3GDiLKY2L+8lW3SHYz3x6Oo+sqq0mgR/VTsIOI8hEkiphG4SK9AB9yHF1bWxtk96iu\nOduHHoi4QcQ0ChdpBXTlOLq+ZkD8l0J+bJCEmNO7ChcpvdyFHEfXV2f4ATuCUAPhMwGzKFwk\nu4X2i+5ycWEpk/4+8p/e7StgFpWLNFbUBYla2QF3YUcQKzm2oYBZVC6SsAsStTINRmJHEOxm\n3y7+k6hcpKwqgi5I1EpH+Ak7gmDDYBb/SVQukv0gbOA6vpZqlk3HjiDYKniU/yRKF+lteJ3r\n+DraAvdgRxBtS0z0NYm8l1xVukj/gMV1fB29A2OwIwi2pYL/Uo6rOZ+qVLpI2R9T0vhOoJ8E\n+Bk7gmBxwYsLX+M7i9pFehRW8p1AP9WNWxCwUrBInFcUVbtIs2AY3wm08ze0xI4g2tnBIj3A\ndxa1iyRyAxw9GHh+pm2wSJz3cFe7SPalMcmcZ9CMqCUMJLLnXH+P7uB8b73iReoNSznPoJlz\nK5qyWMMph569Hi7j/eWZ4kWaD4M4z6AXU3fx4H+KRfEiJUVdzXkGvUyECdgRUPA/6a94kexr\nIw/xnkIn98Nv2BFQ/I/719CqF2kAdPnCtC9G3Ms629DLfDfDvZxnULxIKysDQKPtnGfRxnp4\nEDsCkhrlOf9xq3aRks4PfEXQjO8s+hgHb2FHQNIBVvOdQO0izclZpI22OA9PK/gTOwIS7hvT\nqV2kt3KKtJzvNLrIrFQNOwKWbXA33wnULtLSYI8ijNlbwZtfoC12BDS1yvC9UUDtImU0CxSp\nB99ZtPEqTMGOgOZRWMV1fLWLZO++L7tHHU9wnkUXFvyDHQHNDHiZ6/iKF8m2D/WFadwn0UNG\nhfOxI+D5l/Pu3coXyf4JOvKfRAv/B+2xIyCqw3ddTPWLlFHhAv6TaGGUOZsiFaIrrOA5vPpF\nsu+hlYvD0xy2YkdAxPluag2KNBreETCL+tLLGf1X9y64jefwGhRpDbQTMIv6VkEn7Aio6pXg\nubmaBkXKqFBdwCzqexlmYEdA1Q2+4zi6BkWyLdgkYhrV3QFmXyX/IbzAcXQdimTyF/bhSy1d\nBzsCrr2+m3mOrkGR1hp8CVn4lhu/U+glsRwvgdGhSAZf1OzAMHgfOwKyx+FrfoPrUCQ7nm5I\nCu1W+A87ArLZMITf4FoU6XWYJGQelZ0sWR87ArYDEU35Da5FkdbBQ0LmUdm3dLOJ3TCG3y5J\nWhQpq7Khi+M4kAgfY0dA14vjurxaFMluDRvFTKSuZr492BHQzYXnuI2tR5EmwEQxEykrpUQD\n7Aj4DkY04Ta2HkX6jffuN8pbBr2wI0igUVQSr6H1KFJW1Sr0Q1KxngNB/ymk1he+5DW0HkWy\nH4ANgmZSVBPffuwIEuC4eYkmRXrT0F0WwpUc0wg7ggyORF7La2hNimTqvj/hWgx9sSNI4cqo\no5xG1qRIRu5E58DTMB87ghT6wyJOI+tSJAP3RnXiGtpGKmAhDOQ0si5FmmTebt0OJEU1xo4g\nh6SoqziNrEuR/oJ4UVMp6HMYgB1BEldHHuYzsC5Fss/jvt2uwgbA59gRJPEUfMZnYG2K9Ais\nFTaXchpzO1mlmkXwJJ+BtSnSFHhV2Fyq4fj1iWqORV/BZ2BtivQPWMLmUg3HL/SVc13EAS7j\nalMk+wLe2+2qi+MlZsp5BuZxGVefIrWDNeImU0ujaH53hqrmS+jDZVx9ivQOjBY3mVIORtyA\nHUEevK461KdIW+AecZMp5RMYjB1BIjfwuQ5enyLZNcumC5xNIT1hGXYEiQzmc2eWRkXqCD8J\nnE0hl8YkY0eQyDLoyWNYjYo0DUYKnE0de33NsCPIhNPqFRoVaQfcLXA2dXwEidgRpMJnPSWN\nimRfWCZN5HSq6A7fYkeQCp8V/rwUacPwhG7jDhb3jNgiPQorRU6nivpcd6pTzzdc1pz1UKRl\n8XEDu1sdthXzjNgivQcvi5xOEbt8t2JHkMvJkhdzGNV9kZLbtNlq24usPllFPyO2SP/BHSKn\nU8T7fHfzVtAtPPblcF+kuQXbMKEAACAASURBVNZs/8Oz1sainxFbJLtOqVSh8ymhK6zAjiCZ\nF+AD9oO6L1I/a6f/YYE1s+hnBBeJ/p8pBP3pUtD30I39oK6LlNW6VeBxnfVy4c9s/+mnn94W\nW6RZ9CnmDP/CndgRZJNaui77QV0XKcVqH3jcYg0q/JmxjRs37iK2SLvgNqHzqWAGjMCOIJ3b\nYSfzMV0XKcnqHhzA6lf4M38tXbr0DcELTtejM70FdYIfsSNI5yWYGfogh9x/tIvrGHjcaiUW\n+Yzon5Hs7vCd2AnlV7MsfUtd0A/QhfmY7k82tG8deFhvjSv6GdFF+hCGip1QetuhBXYE+aSX\nrc18TPdF6m/t9T8ssmYV/YzoIu313Sx2Qum9C6OwI0joLtgW+iBn3BdpjrXA/zDU2lLMM6I3\n5bkk9oTgGSXXDv4PO4KERsB01kO6L9KR+Pb7bXtVS/9iyqmbNmXmfyZIeJEeh68Fzyg5WhKm\nMD9CJ9ZDerjWbmlc2zFDWrX3/yW507KS8z8TJLxIs2GI4BnltokWKStMerkLWA/p5erv1cMS\nur2+2/+rnCKd9kyQ8CLt8zUVPKPMtvRrCL2xQ0ipBWxlPKJO9yP5NaDbqvN8VxKyjQt9oHlG\nwbuMR9StSL1ooY9cGTX8PYISm7GDSOj/oD3jEXUr0lx4TvSUstoAQZOxg0goo8L5jEfUrUgH\nIpqInlJWP+cU6Q3sIDKyYBPbAXUrEi3PmyelfLBIP2MHkdFYmMJ2QO2KRAvG55ke6BGPBQrU\ntxYeYTugdkWaB88In1NWb0LJq9+kL2QLk1mpGtsBtSvS4cjrhM8pq9dhEnYEacXDX0zH065I\n9pW0zWOuOMb/s+iE9R8y+hXpSVgkflIpZZx1LnYEea2Dh5iOp1+RPoOnxE8qpTXQDjuCvLIq\nn50V+qjw6VekI5FXi59USuyvg9HJfbAx9EHh069I9lWRhxFmlVBz5ldm6mQCvMlyOA2LNBAW\nIswqn/RyNbAjyOw3iDvJcDgNi/Q59EeYVT4r4VHsCDKbFQlRd7O7TkjDIiVFN0aYVT7D4T3s\nCBKbH7jso9YRVuNpWCT72shDGNPKhscyiPq4OHghIrNNHnUs0iCYjzGtZE6W4rAwrzYyIoJF\nYvYFgY5FWgz9Qh+kvW+hO3YEmeVcGt+H1Xg6Fik55nKMaSWTCB9hR5BZj2CRVrEaT8ci2U0i\nDqDMKxU+ew5r4/gN2TWKHM1sPC2L9Cx8ijKvTJJjG2JHkFvWgr5wE7vhtCzSElqEiv4dhKEW\nww0GtCxScuxlKPPK5Bn6WzmkzrCS2VhaFsm+0bcfZ2J5XBdBX6aFMhNeYjaWnkV6Alq8ZfYa\nKHR5Rxh2+djt8KhlkabHAEB1xustqWUhDMCOoICL2e3wqGORtpUOfEVg9NoN/eFz7AgKeAK+\nYTWUjkWamLMy4g6MySVBK1eEYw67zUt0LNLInCL9jjG5HA5FGP33cbgORtzAaigdi7Qo2KMy\nBu9w/ik8ix1BCVdEJTEaScciZd1l/JrXvWEpdgQl9IcvGI2kY5Hsw73OAhjJdJEYxTSIMfvs\nf7gWMltySssi2f7bQ6diTS2Bvb5m2BHUkBR9FaORdC2S2Wu6fQSJ2BEUcT2ru6l1LVJmZZNX\nGe0O32FHUMRzrC5J1LVI9n3wJ9rc6OqWYrnSlM6WsbpIXtsiTYCJaHNj+w9ux46gipQSDdgM\npG2RNsL9aHNjew+GY0dQxi2+3UzG0bZI9nmVMvEmx/Uou6UItPcifMBkHH2L9AisxZscV80y\n7O781N0KeIzJOPoW6R0Ygzc5qm3QAjuCOtLL1mEyjr5F2m7s/07vALvFcfTXHLaxGEbfItm1\nTf2AkwBrsCMoZBSba2A0LlJXWIE4O6LzKtBO5uFbA+1ZDKNxkT6AFxFnx/MXxGNHUAmjnXY1\nLtJe382Is+N5C8ZhR1BKPJO93zUukqn3EjwI67EjKGUcvMVgFJ2L1AeWYE6PJKtqFZPvxHJu\nAzzIYBSdizQfnsGcHgmb/y8MknUOi2tgdC7SkchrMKdHwuaTikkegnXeB9G5SPY1kYdR50cR\nb/L9I668Da95H0TrIj1j4B6YmZWqYUdQzSZo6X0QrYu0lN3Ohsr4GRKwIyinRnnv32BrXSRm\nd20pZDS8gx1BOR3hJ89jaF0k+2ZGd20ppAVswY6gnOkwwvMYeheJ1V1b6kgvdwF2BPX8B3d6\nHkPvIq2ArrgBhFsFnbAjKIjBYjF6Fym9XG3cAMINhxnYERTUHb73OoTeRcr+iWErcgLBbod/\nsSMo6CMY6nUIzYs0xrBzWKml62JHUNGBiJu8DqF5kdbCI8gJxPoOumFHUNJlnm8U0LxImZWr\nGXUp9FD4EDuCkvp6vlFA8yLZ98NG7Agi3eTbgx1BSd5vFNC9SG/CBOwIApl4KQcTRyKv9TiC\n7kX6E1phRxBoKfTCjqAozzcK6F4ku7pJS+o8C3OxIyhqECzwNoD2RWpn0iJv10ccwI6gqC+h\nX+iDiqN9kabCK9gRhDkWfSV2BFUlxzbyNoD2RdoBd2NHEOZz6I8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"text/plain": [ "plot without title" ] }, "metadata": { "image/png": { "height": 420, "width": 420 } }, "output_type": "display_data" } ], "source": [ "library(ggplot2)\n", "plot_ts(y=ts[,10]) + theme(text = element_text(size=16))" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "### normalization" ] }, { "cell_type": "code", "execution_count": 6, "metadata": {}, "outputs": [ { "data": { "text/html": [ "\n", "\n", "\n", "\t\n", "\n", "\n", "\t\n", "\t\n", "\t\n", "\n", "
A matrix: 3 × 10 of type dbl
t9t8t7t6t5t4t3t2t1t0
0.23236650.31044520.38366950.44748640.49792820.53185870.54716820.54290480.51933370.4779203
0.35803390.43125810.49507500.54551690.57944730.59475680.59049350.56692240.52550900.4688283
0.49246820.55628510.60672690.64065740.65596690.65170350.62813240.58671910.53003840.4616144
\n" ], "text/latex": [ "A matrix: 3 × 10 of type dbl\n", "\\begin{tabular}{llllllllll}\n", " t9 & t8 & t7 & t6 & t5 & t4 & t3 & t2 & t1 & t0\\\\\n", "\\hline\n", "\t 0.2323665 & 0.3104452 & 0.3836695 & 0.4474864 & 0.4979282 & 0.5318587 & 0.5471682 & 0.5429048 & 0.5193337 & 0.4779203\\\\\n", "\t 0.3580339 & 0.4312581 & 0.4950750 & 0.5455169 & 0.5794473 & 0.5947568 & 0.5904935 & 0.5669224 & 0.5255090 & 0.4688283\\\\\n", "\t 0.4924682 & 0.5562851 & 0.6067269 & 0.6406574 & 0.6559669 & 0.6517035 & 0.6281324 & 0.5867191 & 0.5300384 & 0.4616144\\\\\n", "\\end{tabular}\n" ], "text/markdown": [ "\n", "A matrix: 3 × 10 of type dbl\n", "\n", "| t9 | t8 | t7 | t6 | t5 | t4 | t3 | t2 | t1 | t0 |\n", "|---|---|---|---|---|---|---|---|---|---|\n", "| 0.2323665 | 0.3104452 | 0.3836695 | 0.4474864 | 0.4979282 | 0.5318587 | 0.5471682 | 0.5429048 | 0.5193337 | 0.4779203 |\n", "| 0.3580339 | 0.4312581 | 0.4950750 | 0.5455169 | 0.5794473 | 0.5947568 | 0.5904935 | 0.5669224 | 0.5255090 | 0.4688283 |\n", "| 0.4924682 | 0.5562851 | 0.6067269 | 0.6406574 | 0.6559669 | 0.6517035 | 0.6281324 | 0.5867191 | 0.5300384 | 0.4616144 |\n", "\n" ], "text/plain": [ " t9 t8 t7 t6 t5 t4 t3 \n", "[1,] 0.2323665 0.3104452 0.3836695 0.4474864 0.4979282 0.5318587 0.5471682\n", "[2,] 0.3580339 0.4312581 0.4950750 0.5455169 0.5794473 0.5947568 0.5904935\n", "[3,] 0.4924682 0.5562851 0.6067269 0.6406574 0.6559669 0.6517035 0.6281324\n", " t2 t1 t0 \n", "[1,] 0.5429048 0.5193337 0.4779203\n", "[2,] 0.5669224 0.5255090 0.4688283\n", "[3,] 0.5867191 0.5300384 0.4616144" ] }, "metadata": {}, "output_type": "display_data" }, { "data": { "text/plain": [ " t0 \n", " Min. :0.4545 \n", " 1st Qu.:0.4608 \n", " Median :0.4804 \n", " Mean :0.4911 \n", " 3rd Qu.:0.5226 \n", " Max. :0.5437 " ] }, "metadata": {}, "output_type": "display_data" }, { "data": { "image/png": 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AhwFiHVu1g9Kz0CnEVIdVYXfIXlvuEVIdUZqGZLjwB3EVKtze0+v196BriLkGqN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\nAElFTkSuQmCC", "text/plain": [ "plot without title" ] }, "metadata": { "image/png": { "height": 420, "width": 420 } }, "output_type": "display_data" } ], "source": [ "preproc <- ts_norm_ean(nw = 3)\n", "preproc <- fit(preproc, ts)\n", "tst <- transform(preproc, ts)\n", "ts_head(tst, 3)\n", "summary(tst[,10])\n", "plot_ts(y=ts[1,]) + theme(text = element_text(size=16))" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [] } ], "metadata": { "kernelspec": { "display_name": "R", "language": "R", "name": "ir" }, "language_info": { "codemirror_mode": "r", "file_extension": ".r", "mimetype": "text/x-r-source", "name": "R", "pygments_lexer": "r", "version": "4.4.2" } }, "nbformat": 4, "nbformat_minor": 4 }