pyFTS/common/Transformations.py
2017-01-20 13:51:20 -02:00

27 lines
619 B
Python

import numpy as np
import math
from pyFTS import *
def differential(original):
n = len(original)
diff = [original[t - 1] - original[t] for t in np.arange(1, n)]
diff.insert(0, 0)
return np.array(diff)
def boxcox(original, plambda):
n = len(original)
if plambda != 0:
modified = [(original[t] ** plambda - 1) / plambda for t in np.arange(0, n)]
else:
modified = [math.log(original[t]) for t in np.arange(0, n)]
return np.array(modified)
def Z(original):
mu = np.mean(original)
sigma = np.std(original)
z = [(k - mu)/sigma for k in original]
return z