NoRIN replaces affine reversible normalization with a Johnson S_U non-linear transform whose shape parameters are initialized by quantile fitting and refined by Bayesian optimization on validation data, yielding backbone-dependent optima that differ from the linear limit.
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NoRIN: Backbone-Adaptive Reversible Normalization for Time-Series Forecasting
NoRIN replaces affine reversible normalization with a Johnson S_U non-linear transform whose shape parameters are initialized by quantile fitting and refined by Bayesian optimization on validation data, yielding backbone-dependent optima that differ from the linear limit.