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正規化と標準化の違いについて

Posted at

元データ

image.png

OHLC

debug_calc_obs_ohlc.png

Volume

debug_calc_obs_volume.png

MACD

debug_calc_obs_macd.png

目的変数

{翌日の終値} - {本日の終値} = -2070.0

正規化

image.png

OHLC

debug_calc_obs_ohlc.png

Volume

debug_calc_obs_volume.png

MACD

debug_calc_obs_macd.png

目的変数

-0.13930013458950202

標準化

image.png

OHLC

debug_calc_obs_ohlc.png

Volume

debug_calc_obs_volume.png

MACD

debug_calc_obs_macd.png

目的変数

-0.632751004495941

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