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[Base_recurrent] Scale `base_recurrent` models with rolling window statistics
Description
Currently, base_recurrent
models (RNN, LSTM, GRU, TCN, etc.) scale time series using the global statistics for each time series (on the train set). This might reduce the performance of models on non-stationary time series.
We want to add the option on base_recurrent
class to scale based on statistics on the recent history (similar to the scaling in the base_windows
class).
Use case
No response