standardize (pyleoclim.utils.tsutils.standardize)

pyleoclim.utils.tsutils.standardize(x, scale=1, axis=0, ddof=0, eps=0.001)[source]

Centers and normalizes a given time series. Constant or nearly constant time series not rescaled.

Parameters

  • x (array) – vector of (real) numbers as a time series, NaNs allowed

  • scale (real) – A scale factor used to scale a record to a match a given variance

  • axis (int or None) – axis along which to operate, if None, compute over the whole array

  • ddof (int) – degress of freedom correction in the calculation of the standard deviation

  • eps (real) – a threshold to determine if the standard deviation is too close to zero

Returns

  • z (array) – The standardized time series (z-score), Z = (X - E[X])/std(X)*scale, NaNs allowed

  • mu (real) – The mean of the original time series, E[X]

  • sig (real) – The standard deviation of the original time series, std[X]

References

  1. Tapio Schneider’s MATLAB code: http://www.clidyn.ethz.ch/imputation/standardize.m

  2. The zscore function in SciPy: https://github.com/scipy/scipy/blob/master/scipy/stats/stats.py

See also

pyleoclim.utils.tsutils.preprocess

pre-processes a times series using standardization and detrending.