[timeseries] Add scale feature and normalize covariates for MLForecast models #4069
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canerturkmen
approved these changes
Apr 9, 2024
| for col in self.metadata.known_covariates_real: | ||
| # Normalize non-boolean features using mean_abs scaling | ||
| if not df[col].isin([0, 1]).all(): | ||
| df[f"__scaled_{col}"] = df[col] / df[col].abs().groupby(df[ITEMID]).mean().reindex(df[ITEMID]).values |
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nice pandas sorcery :)
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LennartPurucker
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Jun 1, 2024
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