Data normalization in model

nnzhan / MTGNN

MIT License

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Data normalization in model #14

Open godcherry opened 3 years ago

godcherry commented 3 years ago

Hi， I noticed that you normalized the input time series by dividing the maximum value in function util.py/DataLoaderS._normalized and scaled it back when computing loss. Could you please tell the reason that you do it.

nnzhan commented 3 years ago

I followed https://github.com/laiguokun/LSTNet for data normalization.