Martin Bel02/23/2023, 1:38 PM
should be set as default. Any thoughts on this?
Farzad E02/23/2023, 2:32 PM
Cristian (Nixtla)02/23/2023, 2:57 PM
as the default.
Martin Bel02/24/2023, 6:45 PM
Farzad E02/24/2023, 6:55 PM
Cristian (Nixtla)02/24/2023, 6:56 PM
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 Bel02/24/2023, 7:04 PM