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intive-DataScience / tbats

BATS and TBATS forecasting methods
MIT License
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Question: Are data preprocessing steps advised for tbats #33

Closed gustavz closed 2 years ago

gustavz commented 2 years ago

Are data preprocessing steps like scaling or np.log advisable for tabts, or does the model deal with those things internally?

cotterpl commented 2 years ago

np.log is a special case of box_cox transformation. TBATS checks if box_cox improves score. I don't see how scaling can be helpful.