# What would be a typical pre-processing and data normalization pipeline for time series data (for non-linear models such as neural networks)?

I've started to work on time series. I was wondering what would be the best data normalizing and pre-processing technique for non-linear models, specifically, neural networks.

One I can think of is min-max normalization

$$z = \frac{x - min(x)}{max(x) - min(x)}$$

• are we assuming that the min and max do not change over time? specifically, from the training data to the test data. If there is trending or drift then z could end up negative or above 1 for large portions of test data using this normalisation method. – Mike NZ Apr 19 at 6:20