07/20/2023, 8:18 PM
<!channel>: Dear community, show some love for MLForecast
07/26/2023, 10:45 AM
, in your response you mention local scalers for MLForecast but I can't find this in the documentation/code. I must be missing it. Could you share where this is? Thanks.
07/26/2023, 2:07 PM
Hi Andrew! In mlforecast you have to specifically tell the software which scaler to use. You can do so through this argument: target_transforms=[LocalStandardScaler()] See line 14 on this notebook:
: maybe we should write a little guide or something.
Meanwhile here is another example:
07/26/2023, 5:43 PM
Yeah I have a guide for target transforms almost done, will add it soon
07/27/2023, 8:23 AM
Excellent, thanks a lot
. Do you plan on implementing for exogenous features? To enable sliding/expanding window standard scaling for example.
07/27/2023, 9:04 PM
This is already possible by doing something like here
But we will add a built in way to do it soon
07/31/2023, 9:41 AM
OK nice one. Thanks again.