Martin Bel
02/23/2023, 1:38 PMscaler_type
should be set as default. Any thoughts on this?Farzad E
02/23/2023, 2:32 PMCristian (Nixtla)
02/23/2023, 2:57 PMrobust
as the default.Martin Bel
02/24/2023, 6:45 PMFarzad E
02/24/2023, 6:55 PMCristian (Nixtla)
02/24/2023, 6:56 PMrobust
scaler already deals with outliers, by for example using median instead of mean as scale. One key difference with our normalization is that for window based models (MLP, NBEATS, NHITS, TFT) we are normalizing each input window separately, instead of the whole time series.Martin Bel
02/24/2023, 7:04 PM