A pattern that is often seen in modern forecasting models is:
- scale the input data
- predict
- un-scale the predictions using the statistics computed by the scaler at step 1
I think such a pipeline cannot be implemented using sklearn's Pipeline class alone, so maybe we should ship it with tslearn?
A pattern that is often seen in modern forecasting models is:
I think such a pipeline cannot be implemented using sklearn's
Pipelineclass alone, so maybe we should ship it with tslearn?