PyAF is an Open Source Python library for Automatic Time Series Forecasting built on top of popular pydata modules.
BSD 3-Clause "New" or "Revised" License
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Allow Using Target Median Encoding for Cycles and Seasonals #132
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antoinecarme closed 4 years ago
PyAF uses target mean encoding for these components.
Seasonal_Hour[17] = mean(filter(trend_residue , hour = 17))
Target median encoding is more robust.
Seasonal_Hour[17] = median(filter(trend_residue , hour = 17))
Add an option to control this behavior.
Will target median be the default behavior ?