Base class used for target transformations.
Subtracts previous values of the serie. Can be used to remove trend or seasonalities.
Find and apply the optimal number of differences to each serie.
Find and apply the optimal number of seasonal differences to each group.
Type | Default | Details | |
---|---|---|---|
season_length | int | Length of the seasonal period. | |
max_diffs | int | Maximum number of differences to apply. | |
n_seasons | Optional | 10 | Number of seasons to use to determine the number of differences. Defaults to 10. If None will use all samples, otherwise season_length * n_seasons samples will be used for the test.Smaller values will be faster but could be less accurate. |
Find the length of the seasonal period and apply the optimal number of differences to each group.
Type | Default | Details | |
---|---|---|---|
max_season_length | int | Maximum length of the seasonal period. | |
max_diffs | int | Maximum number of differences to apply. | |
n_seasons | Optional | 10 | Number of seasons to use to determine the number of differences. Defaults to 10. If None will use all samples, otherwise max_season_length * n_seasons samples will be used for the test.Smaller values will be faster but could be less accurate. |
Standardizes each serie by subtracting its mean and dividing by its standard deviation.
Scales each serie to be in the [0, 1] interval.
Scaler robust to outliers.
Type | Details | |
---|---|---|
scale | str | Statistic to use for scaling. Can be either ‘iqr’ (Inter Quartile Range) or ‘mad’ (Median Asbolute Deviation) |
Finds the optimum lambda for each serie and applies the Box-Cox transformation
Applies the same scikit-learn transformer to all series.
Base class used for target transformations.
Subtracts previous values of the serie. Can be used to remove trend or seasonalities.
Find and apply the optimal number of differences to each serie.
Find and apply the optimal number of seasonal differences to each group.
Type | Default | Details | |
---|---|---|---|
season_length | int | Length of the seasonal period. | |
max_diffs | int | Maximum number of differences to apply. | |
n_seasons | Optional | 10 | Number of seasons to use to determine the number of differences. Defaults to 10. If None will use all samples, otherwise season_length * n_seasons samples will be used for the test.Smaller values will be faster but could be less accurate. |
Find the length of the seasonal period and apply the optimal number of differences to each group.
Type | Default | Details | |
---|---|---|---|
max_season_length | int | Maximum length of the seasonal period. | |
max_diffs | int | Maximum number of differences to apply. | |
n_seasons | Optional | 10 | Number of seasons to use to determine the number of differences. Defaults to 10. If None will use all samples, otherwise max_season_length * n_seasons samples will be used for the test.Smaller values will be faster but could be less accurate. |
Standardizes each serie by subtracting its mean and dividing by its standard deviation.
Scales each serie to be in the [0, 1] interval.
Scaler robust to outliers.
Type | Details | |
---|---|---|
scale | str | Statistic to use for scaling. Can be either ‘iqr’ (Inter Quartile Range) or ‘mad’ (Median Asbolute Deviation) |
Finds the optimum lambda for each serie and applies the Box-Cox transformation
Applies the same scikit-learn transformer to all series.