Is there any known contraindication to using the "revin" scaler in combination with the Temporal Fusion Transformer (TFT)?
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Cristian (Nixtla)
10/12/2023, 3:00 PM
Hi @Manuel. No that we are aware of, we have been using other types of similar scaling like robust or standard and the performance is great
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Manuel
10/12/2023, 3:05 PM
@Cristian (Nixtla) Ok, thank you! I currently use the standard scaler and now that revin has been added to neuralforecast I wanted to try to replace the standard scaler with it.
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Cristian (Nixtla)
10/12/2023, 3:57 PM
Yes, makes sense. Let us know how it works for you 🙂
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Kin Gtz. Olivares
10/13/2023, 2:19 PM
Hey @Manuel Chabier Escolá Pérez,
I am working on a minor update to the numerical stability of the revin scaler
I hope to have it soon in the main branch:
https://github.com/Nixtla/neuralforecast/pull/781