All Questions
8 questions
4
votes
0
answers
800
views
How to properly normalize multivariate time series data?
My data has three kinds of features, with different distributions and ranges, and I am going to use RNN to model such data. In the process of normalization, my initial thoughts are:
compute z-score ...
- 141
3
votes
1
answer
2k
views
Trending time series data normalization for Deep Learning
I'm replicating following article Financial Time Series Prediction using Deep Learning and I'm stuck with data normalization. In chapter 5.1 in the second paragraph in the last sentense the authors ...
- 61
2
votes
1
answer
5k
views
Regression model fails at predicting high and low values
A regression model fails at predicting high and low values.
Context:
I'm training a regression model where the input and output data has same dimension (energy). The input consists on previous ...
- 21
1
vote
1
answer
953
views
time series forecasting - can a neural network predict higher values than those seen during training?
I'm experiencing with time series forecasting using a simple transformer network (following this paper). The problem I'm facing is about the dataset, at least I suppose: splitting it by train/...
- 113
1
vote
1
answer
1k
views
Caret's preProcess command: How is it working? [closed]
I have a questions about how preProcess in the train function is working. I am trying to fit a neural network in the caret package using timeSlices. Here is my code:
...
- 91
1
vote
0
answers
44
views
Time series normalization
I'm not an expert yet in the field and I have some questions. I have some data of birds and drones taken from a radar. I want to create a classifier that differentiates them. At first I'm trying and ...
- 11
0
votes
1
answer
893
views
Should I rescale inputs for a neural networks? (Application on predicting stock market)
I'm implementing an ANN that predicts the stock market but I have a doubt about which inputs should I take into account and the best way to normalize them. I want to predict the daily highest value ...
- 105
0
votes
0
answers
31
views
Normalization of time-series data with time-varying variance
I'm building a neural network (CNN) model for a regression problem with time-series data. Both input and output are multi-variate zero-mean timeseries data with time-varying variance. Currently, I am ...
- 111