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wwrechard / pydlm

A python library for Bayesian time series modeling
BSD 3-Clause "New" or "Revised" License
475 stars 98 forks source link

Features normalization #41

Open kpapdac opened 4 years ago

kpapdac commented 4 years ago

Hi,

Does the package account for any feature normalization when variables of different scales are passed into the model? Square root matrix normalization or something similar? If not, is it preferable for the user to pass in normalized variables for the model to make sense?

Thank you