How to Normalize and Standardize Time Series Data in Python

Last Updated on August 28, 2019

Some machine learning algorithms will achieve better performance if your time series data has a consistent scale or distribution.

Two techniques that you can use to consistently rescale your time series data are normalization and standardization.

In this tutorial, you will discover how you can apply normalization and standardization rescaling to your time series data in Python.

After completing this tutorial, you will know:

• The limitations of normalization and expectations of your data for using standardization.
• What parameters are required and how to manually calculate normalized and standardized values.
• How to normalize and standardize your time series data using scikit-learn in Python.

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Let’s get started.

• Updated Apr/2019: Updated the link to dataset.
• Updated Aug/2019: Updated data loading to use new API.