What’s your take on normalization strategies for n...

# neural-forecastd

Daniel Falbel

04/28/2022, 4:36 PMWhat’s your take on normalization strategies for neural models? Specially when predicting for multiple time series with different scales? I’ve been normalizing per group, but seems that pytorch-forecasting encourages normalizing per observation? Have you experimented with different approaches?

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Max (Nixtla)

04/28/2022, 7:49 PMc

Cristian (Nixtla)

04/28/2022, 11:15 PMIn our experience normalizing per time-series is the best alternative

Cristian (Nixtla)

04/28/2022, 11:17 PMalthough we haven't tried grouping time-series and then normalize separately each group

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Daniel Falbel

04/28/2022, 11:20 PMI think what I meant is the same as you mean with ‘per time series’. Ie, if you have sales per store/department, you’ll normalize per store/department right?

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Kin Gtz. Olivares

04/29/2022, 12:09 AMc

Cristian (Nixtla)

04/29/2022, 12:17 AMYes, its the same

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Daniel Falbel

04/29/2022, 5:04 PMCool! Thanks for the pointers **@Kin Gtz. Olivares** ! Will try that too