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chronax.stemgnn_scaler

Per-window scalers for StemGNN: robust (NF's StemGNN default) and identity.

IdentityScaler

chronax.stemgnn_scaler.IdentityScaler

No-op scaler (shift=0, scale=1). Matches neuralforecast's scaler_type='identity'.

stats(self, x, axis=1)

Calculates shift (0) and scale (1).

Parameter Type Default Description
x jnp.ndarray - (undocumented)
axis int 1 (undocumented)

Returns: tuple[jnp.ndarray, jnp.ndarray] (shift, scale).

transform(self, x, shift, scale)

Returns x unchanged.

Parameter Type Default Description
x jnp.ndarray - (undocumented)
shift jnp.ndarray - (undocumented)
scale jnp.ndarray - (undocumented)

Returns: jnp.ndarray (transformed array).

inverse(self, z, shift, scale)

Returns z unchanged.

Parameter Type Default Description
z jnp.ndarray - (undocumented)
shift jnp.ndarray - (undocumented)
scale jnp.ndarray - (undocumented)

Returns: jnp.ndarray (inversely transformed array).

RobustScaler

chronax.stemgnn_scaler.RobustScaler

Median + median-absolute-deviation (MAD) scaler, mirroring neuralforecast's robust_statistics.

Shift is the median; scale is the MAD, with three guards applied in order: fall back to 0.6745 * std where MAD is 0, pin any remaining exact zeros to 1.0, then add eps. At n_series=1 the network's forecast is a learned constant in scaled space, so this median/MAD pair is the only data-dependent part of the forecast.

stats(self, x, axis=1)

Calculates shift (median) and robust scale (MAD, guarded).

Parameter Type Default Description
x jnp.ndarray - (undocumented)
axis int 1 (undocumented)

Returns: tuple[jnp.ndarray, jnp.ndarray] (shift, scale).

transform(self, x, shift, scale)

Standard robust transformation: (x - shift) / scale.

Parameter Type Default Description
x jnp.ndarray - (undocumented)
shift jnp.ndarray - (undocumented)
scale jnp.ndarray - (undocumented)

Returns: jnp.ndarray (transformed array).

inverse(self, z, shift, scale)

Standard robust inverse transformation: z * scale + shift.

Parameter Type Default Description
z jnp.ndarray - (undocumented)
shift jnp.ndarray - (undocumented)
scale jnp.ndarray - (undocumented)

Returns: jnp.ndarray (inversely transformed array).

resolve_scaler(scaler)

chronax.stemgnn_scaler.resolve_scaler

Resolve a scaler from a name ('identity'/'robust') or a Scaler instance.

Parameter Type Default Description
scaler str | Scaler - (undocumented)

Returns: Scaler (The resolved scaler instance). Raises: ValueError (If an unknown scaler name is provided).