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Per-window scalers for TCN: robust (the default) and identity.

Scaler

chronax.tcn_scaler.Scaler

A protocol defining the interface for per-window scalers.

stats(self, x, axis=1)

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

transform(self, x, shift, scale)

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

inverse(self, z, shift, scale)

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

IdentityScaler

chronax.tcn_scaler.IdentityScaler

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

stats(self, x, axis=1) -> tuple[jnp.ndarray, jnp.ndarray]

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) -> jnp.ndarray

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

Returns: jnp.ndarray

inverse(self, z, shift, scale) -> jnp.ndarray

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

Returns: jnp.ndarray

RobustScaler

chronax.tcn_scaler.RobustScaler

Median + MAD scaler with a 0.6745*std fallback when MAD is zero.

The shift is the window median and the scale is the median absolute deviation median(|x - median|). Where MAD is zero the scale falls back to 0.6745*std; exact zeros are then pinned to 1.0 and eps is added. Mirrors neuralforecast's robust_statistics.

stats(self, x, axis=1) -> tuple[jnp.ndarray, jnp.ndarray]

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

Returns: tuple[jnp.ndarray, jnp.ndarray]

transform(self, x, shift, scale) -> jnp.ndarray

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

Returns: jnp.ndarray

inverse(self, z, shift, scale) -> jnp.ndarray

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

Returns: jnp.ndarray

resolve_scaler

chronax.tcn_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 Raises: ValueError