Resources on Temporal Normalization

[rydeveraumn]

Description

Hey all! A colleague and I have been utilizing the neuralforecast. One of the important features that works well with our data is the invariant scaling. We need to be able to justify its use to our risk validator. We will be doing a deep dive but are also wondering if there are already resources that we can read to understand the mindset and philosophy of the scaler.

Link

https://nixtla.github.io/neuralforecast/common.scalers.html#invariant_statistics

[rydeveraumn]

I may have answered my own question:

1. https://journalspress.com/LJRS_Volume19/600_Data-Normalization-using-Median-&-Median-Absolute-Deviation-(MMAD)-based-Z-Score-for-Robust-Predictions-vs-Min%E2%80%93Max-Normalization.pdf
2. https://pro.arcgis.com/en/pro-app/latest/help/analysis/geostatistical-analyst/box-cox-arcsine-and-log-transformations.htm

[kdgutier]

👍

[mergenthaler]

@rydeveraumn: we can include your summary or document in the documentation. It would be a great addition.

[rydevera3]

Hey @mergenthaler yes I would love too - I was thinking of making a notebook with these resources but before I do let me know if that is something you believe the community will be interested in.

[mergenthaler]

That sounds great!