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intive-DataScience / tbats

BATS and TBATS forecasting methods
MIT License
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Question: box_cox_bounds limits #32

Closed gustavz closed 2 years ago

gustavz commented 2 years ago

Are there any upper or lower limits to the box_cox_bounds argument? If not implementation wise then maybe from a logical perspective... Thanks!

I know Issues shouldn't be used for questions but i couldn't find another appropriate place (please link if available)

cotterpl commented 2 years ago

The default is between [0,1]. You can try higher or lower values but I doubt those would be useful on actual historical data. Your aim should be to choose lambda that leads to normal data distribution. This is more or less how the algorithm under the hood chooses it.