add GlobalSklearnTransformer and target transformations guide - Githubissues

Nixtla / mlforecast

Scalable machine 🤖 learning for time series forecasting.

https://nixtlaverse.nixtla.io/mlforecast

Apache License 2.0

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add GlobalSklearnTransformer and target transformations guide #187

Closed jmoralez closed 1 year ago

jmoralez commented 1 year ago

Description

Adds the GlobalSklearnTransformer to make it easy to apply a global transformer (same for all series).
Creates a target transformations guide which will be shown in the tutorials.
Adds the target_transforms module to the API reference section of the docs.
Fixes a bug for pandas versions < 1.4 where replacing a column of a shallow copy modified the original dataframe.

Checklist:

[x] This PR has a meaningful title and a clear description.
[x] The tests pass.
[x] All linting tasks pass.
[x] The notebooks are clean.

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