Scaler
informer_scaler.Scaler
Defines the interface for per-window scalers, exposing methods to calculate statistics, transform data, and inverse transform data.
stats(self, x: jnp.ndarray, axis: int = 1) -> tuple[jnp.ndarray, jnp.ndarray]
Calculates the shift and scale parameters from the input array x.
| Parameter | Type | Default | Description |
|---|---|---|---|
x |
jnp.ndarray |
- | Input data array. |
axis |
int |
1 |
Axis along which statistics are calculated. |
Returns: tuple[jnp.ndarray, jnp.ndarray] (shift, scale).
transform(self, x: jnp.ndarray, shift: jnp.ndarray, scale: jnp.ndarray) -> jnp.ndarray
Applies the scaling transformation.
| Parameter | Type | Default | Description |
|---|---|---|---|
x |
jnp.ndarray |
- | Input data array. |
shift |
jnp.ndarray |
- | Shift parameter calculated by stats. |
scale |
jnp.ndarray |
- | Scale parameter calculated by stats. |
Returns: jnp.ndarray (transformed data).
inverse(self, z: jnp.ndarray, shift: jnp.ndarray, scale: jnp.ndarray) -> jnp.ndarray
Applies the inverse scaling transformation.
| Parameter | Type | Default | Description |
|---|---|---|---|
z |
jnp.ndarray |
- | Scaled data array. |
shift |
jnp.ndarray |
- | Shift parameter calculated by stats. |
scale |
jnp.ndarray |
- | Scale parameter calculated by stats. |
Returns: jnp.ndarray (original scale data).
IdentityScaler
informer_scaler.IdentityScaler
No-op scaler (shift=0, scale=1). Matches neuralforecast's scaler_type='identity'.
stats(self, x: jnp.ndarray, axis: int = 1) -> tuple[jnp.ndarray, jnp.ndarray]
Calculates shift (zeros) and scale (ones) based on the input shape.
| Parameter | Type | Default | Description |
|---|---|---|---|
x |
jnp.ndarray |
- | (undocumented) |
axis |
int |
1 |
(undocumented) |
Returns: tuple[jnp.ndarray, jnp.ndarray] (shift, scale).
transform(self, x: jnp.ndarray, shift: jnp.ndarray, scale: jnp.ndarray) -> jnp.ndarray
Returns the input x unchanged.
| Parameter | Type | Default | Description |
|---|---|---|---|
x |
jnp.ndarray |
- | (undocumented) |
shift |
jnp.ndarray |
- | (undocumented) |
scale |
jnp.ndarray |
- | (undocumented) |
Returns: jnp.ndarray (unscaled data x).
inverse(self, z: jnp.ndarray, shift: jnp.ndarray, scale: jnp.ndarray) -> jnp.ndarray
Returns the input z unchanged.
| Parameter | Type | Default | Description |
|---|---|---|---|
z |
jnp.ndarray |
- | (undocumented) |
shift |
jnp.ndarray |
- | (undocumented) |
scale |
jnp.ndarray |
- | (undocumented) |
Returns: jnp.ndarray (unscaled data z).
RobustScaler
informer_scaler.RobustScaler
Median + MAD scaler with 0.6745*std fallback when MAD=0.
stats(self, x: jnp.ndarray, axis: int = 1) -> tuple[jnp.ndarray, jnp.ndarray]
Calculates median (shift) and MAD (scale), applying a standard deviation fallback if MAD is zero.
| Parameter | Type | Default | Description |
|---|---|---|---|
x |
jnp.ndarray |
- | (undocumented) |
axis |
int |
1 |
(undocumented) |
Returns: tuple[jnp.ndarray, jnp.ndarray] (median/shift, robust scale).
transform(self, x: jnp.ndarray, shift: jnp.ndarray, scale: jnp.ndarray) -> jnp.ndarray
Applies robust scaling: (x - shift) / scale.
| Parameter | Type | Default | Description |
|---|---|---|---|
x |
jnp.ndarray |
- | (undocumented) |
shift |
jnp.ndarray |
- | (undocumented) |
scale |
jnp.ndarray |
- | (undocumented) |
Returns: jnp.ndarray (scaled data).
inverse(self, z: jnp.ndarray, shift: jnp.ndarray, scale: jnp.ndarray) -> jnp.ndarray
Applies inverse robust scaling: z * scale + shift.
| Parameter | Type | Default | Description |
|---|---|---|---|
z |
jnp.ndarray |
- | (undocumented) |
shift |
jnp.ndarray |
- | (undocumented) |
scale |
jnp.ndarray |
- | (undocumented) |
Returns: jnp.ndarray (original scale data).
resolve_scaler
informer_scaler.resolve_scaler
Resolve a scaler from a name ('identity'/'robust') or a Scaler instance.
| Parameter | Type | Default | Description |
|---|---|---|---|
scaler |
str \| Scaler |
- | Name ('identity'/'robust') or an existing Scaler instance. |
Returns: Scaler (The resolved scaler instance).
Raises: ValueError (If an unknown string name is provided).