Comments (2)
Hi @MBelniak,
Thanks for the comment. For the moment scaling is done independently from the model.
By the transform_data and the Scaler Class.
We agree that insample exogenous variables could benefit by simplifying the neural forecasting pipeline, to help scale the features. That is still an open research question.
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Thanks. I didn't exactly mean "scaling the features", but producing thetas, which in fact "scale" the C_{s,l,i} vector, but as I understand it's just an open question.
from nbeatsx.
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