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LastKnownNormalizer doesn't work with FlatWideMIMOStrategy #2

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DESimakov opened this issue Dec 3, 2023 · 1 comment · Fixed by #8
Open

LastKnownNormalizer doesn't work with FlatWideMIMOStrategy #2

DESimakov opened this issue Dec 3, 2023 · 1 comment · Fixed by #8
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@DESimakov DESimakov changed the title LastKnownNormalizer don't work with FlatWideMIMOStrategy LastKnownNormalizer doesn't work with FlatWideMIMOStrategy Dec 3, 2023
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DESimakov commented Dec 3, 2023 •
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К этому еще на MIMO и req:

  1. DifferenceNormalizer и StandardScalerTransformer не отработал на "transform_target": True
    На
    raw_ts_y != raw_ts_y_copy
    489 ).any().any()

  2. LastKnown с delta у меня падает

441 y.loc[:, column_name] = y[column_name] - last_values
442 elif self.regime == "ratio":

@elineii elineii linked a pull request Jan 10, 2024 that will close this issue
fix numpy type hints + fix series_to_series transformers #8
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@elineii elineii self-assigned this Feb 12, 2024
@elineii elineii added the bug Something isn't working label Feb 12, 2024
@elineii elineii closed this as completed Feb 12, 2024
@elineii elineii reopened this Feb 12, 2024
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fix numpy type hints + fix series_to_series transformers sb-ai-lab/tsururu
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