Time Series Scaling & Normalization

QCL Commands for detrending, normalizing, and discretizing time series vectors, in the following categories:

• Time Series Vector Detrending

  • Detrend a vector

• Time Series Normalization

  • Normalize about the mean

  • Normalize by moving mean and standard deviation

  • Normalize with mean=0 & std dev = 1

  • Normalize as accumulated percent change

  • Normalize as daily percent change

• Time Series Scaling & Rounding

  • Scale to ±100

  • Scale to ±10

  • Scale to ±n

  • Round to nearest multiple of k

• Discretize Time Series

  • Discretize to n values ±1.0

  • Discretize according to recent values

 

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