Normalized data

Question

I am new to this. I trained and tested my data using SVM in Matlab with the autoscale option true => the data would be normalized with unit SD. Let's say the training data have the price around 200.

During real time, let's say the price is around 300. I am wondering what is the practise in obtaining the mean and standard deviation in real time so that I could normalize the data for the model I built previously?

Thanks.

Answer 1

You must use the same scaling parameters out of sample as you did during training. Do otherwise will give you incorrect results. If the distribution of your out of sample observations different significantly from your training data then you need to address that by gathering more training data.