feat: add target normalization and feature scaling to EncoderDecoderD…#2022
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Mohima6 wants to merge 1 commit intosktime:mainfrom
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feat: add target normalization and feature scaling to EncoderDecoderD…#2022Mohima6 wants to merge 1 commit intosktime:mainfrom
Mohima6 wants to merge 1 commit intosktime:mainfrom
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…ataModule - Implemented target normalization using TorchNormalizer/RobustScaler in `_preprocess_data`. - Applied optional continuous feature scalers from `self._scalers` dictionary. - Added `target_scale` in the preprocessed data for decoder input. - Updated `_ProcessedEncoderDecoderDataset.__getitem__` to use normalized target scale. - Ensures that all time series data fed into the model is scaled consistently, improving training stability.
Mohima6
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PranavBhatP,
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Description
TorchNormalizer/RobustScalerin_preprocess_data.self._scalersdictionary.target_scalein the preprocessed data for decoder input._ProcessedEncoderDecoderDataset.__getitem__to use normalized target scale.Reference Issues/PRs
Fixes #1995 [ENH]
What does this implement/fix?
A clear and concise description:
Reviewer focus
_preprocess_datacorrectly applies target normalization and feature scaling._ProcessedEncoderDecoderDataset.__getitem__uses the normalizedtarget_scale.Tests added
_preprocess_dataoutput consistency)targetandfeaturesafter preprocessing.Other comments