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junwoopark92 / Self-Supervised-Contrastive-Forecsating

"Self-Supervised Contrastive Learning for Long-term Forecasting", accepted at International Conference on Learning Representations (ICLR) 2024
https://openreview.net/forum?id=nBCuRzjqK7
MIT License
63 stars 8 forks source link

Different window normalization techniques #3

Open autocodor opened 3 months ago

autocodor commented 3 months ago

Hello, I see that four different window normalization techniques are given in the code, may I ask whether the author has done ablation experiments on this

junwoopark92 commented 3 months ago

Hello, thank you for your interest in our research.

Although we haven't confirmed it rigorously, we did make some comparisons between the normalization methods.

ReVIN, mean, and last value normalization show similar performance in many cases.

Thank you.