Data setup
For this example weβll use a single serie from the M4 dataset.Local transformations
Transformations applied per serie
Differences
Weβll take a look at our serie to see possible differences that would help our models.


LocalStandardScaler
We see that our serie is random noise now. Suppose we also want to standardize it, i.e.Β make it have a mean of 0 and variance of 1. We can add the LocalStandardScaler transformation after these differences.

Global transformations
Transformations applied to all series
GlobalSklearnTransformer
There are some transformations that donβt require to learn any parameters, such as applying logarithm for example. These can be easily defined using theGlobalSklearnTransformer
,
which takes a scikit-learn compatible transformer and applies it to all
series. Hereβs an example on how to define a transformation that applies
logarithm to each value of the series + 1, which can help avoid
computing the log of 0.


Custom transformations
Implementing your own target transformationsIn order to implement your own target transformation you have to define a class that inherits from
mlforecast.target_transforms.BaseTargetTransform
(this takes care of setting the column names as the id_col
, time_col
and target_col
attributes) and implement the fit_transform
and
inverse_transform
methods. Hereβs an example on how to define a
min-max scaler.
target_transforms
argument.
