scaleandperiods function

Scaling data function.

This function scales the time series data in the interval [0,1] as deemed necessary in Nieto-Barajas and Contreras-Cristan (2014) for the time series clustering algorithm. It also obtains the time periods of the data set provided.

scaleandperiods(data,scale)

Arguments

• data: Data frame with the time series information.
• scale: Flag that indicates if the time series data should be scaled to the [0,1] interval with a linear transformation as proposed by Nieto-Barajas and Contreras-Cristan (2014). If TRUE, then the time series are scaled to the [0,1] interval. Its value comes directly from the "scale" argument of the clustering functions.

Details

The function considers that the time periods of the data appear as row names.

Returns

• periods: array with the time periods of the data.

• mydata: data frame with the time series data scaled in [0,1].

• cts: variable that indicates if some time series were removed because they were constant in time. If no time series were removed, cts = 0. If there were time series removed, cts indicates the column of such time series.

Author(s)

Martell-Juarez, D.A.

Note

For internal use.