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NNETAR normalization when linout=FALSE.

Open robjhyndman opened this issue 1 year ago • 2 comments

NNETAR currently normalizes the response variable. This is ok when linout=TRUE, but when linout=FALSE, a logistic activation function is used and the response is assumed to be binary. So it should not be normalized.

robjhyndman avatar Nov 28 '23 03:11 robjhyndman

Might need generalising into a new fable.nnet package - nnetar is only for simple ar.

mitchelloharawild avatar Nov 28 '23 04:11 mitchelloharawild

Suggest - improve docs to describe continuous response only.

mitchelloharawild avatar Nov 28 '23 04:11 mitchelloharawild