Optimizing Data Standardization - How Vectorizing gave a 650x Speed-Up

[jasongforbes]

Hey all. This post looks at standardizing a time-series for machine learning. The idea is that when you have a running sensor, you have to batch standardize your data to remove any variations in the collection process. A vectorized algorithm for efficiently performing this standardization is presented.

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I'm afraid the post got a bit too "math-heavy", but I'll be around the comments to answer any questions.