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JSzitas / soothsayer

Automatic Time Series Forecasting and Ensembling via Meta-learning
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Conditional target transformations #11

Open JSzitas opened 2 years ago

JSzitas commented 2 years ago

Allow something like

transform( BoxCox(target) ~ .ispositive, target ) ~ ... within the soothsayer call. The transform would be conditional on features (akin to how rules() work), but with an added base case, maybe of the form TRUE ~ target (optionally also transformed).

This would make e.g. using automatic boxcox transform much nicer (and we could enable e.g. AutoBoxCox where selection would be done by something like guerrero).