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RJT1990 / pyflux

Open source time series library for Python
BSD 3-Clause "New" or "Revised" License
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Feature Request: BoxCox Transformation #144

Open rohan-gt opened 5 years ago

rohan-gt commented 5 years ago

Can a parameter be included to pre-process multiplicative or non-normal time series using the BoxCox transformation where the BoxCox lambda can be automatically detected on the training set and stored with the model object for the inverse transform of the predictions?