New StandardisationFilter #245
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…us algorithm to correct, add two more Welford's online and Two-pass.
hmgomes
reviewed
Oct 11, 2021
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| if (delta2[i] / count != 0) | ||
| //Standardisation | ||
| standardisedInstance.setValue(i, (inst.value(i) - mean[i]) / Math.sqrt(delta2[i] / count)); |
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| if (M2[i] / count != 0) | ||
| //Standardisation | ||
| standardisedInstance.setValue(i, (inst.value(i) - mean[i]) / (Math.sqrt(M2[i] / count))); |
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This filter is to standardise instances in a stream.
Fixed the previous algorithm to correct, add two more Welford's online and Two-pass.
Z-SCORE is used to standardise the values of a normal distribution.
For more information: https://en.wikipedia.org/wiki/Standard_score. The formula is:
z=(z-μ)/σ
μ is the mean of the population.
σ is the standard deviation of the population, as the square root of variance.
There are three algorithms for calculating variance.
For more information: https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Computing_shifted_data
Naive algorithm
Welford's online algorithm
Two-pass algorithm
You can check the standard deviation results to compare the accuracy in the Outputs.xlsx. In the Output4 sheet, there are multiple colums caculated by different algorithms.
Outputs.xlsx