Preprocessing module

This module contains preprocessing functionality, and can be imported as follows:

>>> from dtaianomaly import preprocessing

Base objects

Preprocessor()

Base preprocessor class.

Scaling

MinMaxScaler()	Apply min-max scaling on a given time series.
StandardScaler([min_std])	Standard scale the data: rescale to zero mean, unit variance.
RobustScaler([lower_quantile, upper_quantile])	Scale the time series using robust statistics.

Smoothing

MovingAverage(window_size)	Compute the moving average of a time series.
ExponentialMovingAverage(alpha)	Compute exponential moving average.
Differencing(order[, seasonality])	Applies differencing to the given time series.
PiecewiseAggregateApproximation(n)	Perform piecewise aggregate approximation [19].

Under-sampling

SamplingRateUnderSampler(sampling_rate)	Undersample time series with a given sampling rate.
NbSamplesUnderSampler(nb_samples)	Undersample time series to a given number of samples.

Other preprocessors

ChainedPreprocessor(*base_preprocessors)	Wrapper chaining multiple Preprocessor objects.
Identity()	Identity preprocessor.