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Forecaster

BoxCoxBiasAdjustedForecaster

API referenceSource
Categorical in XInsamplePred intPred int insampleExogenous

Box-Cox Bias-Adjusted Forecaster.

Quickstart

python
from sktime.forecasting.boxcox_biasadj import BoxCoxBiasAdjustedForecaster

estimator = BoxCoxBiasAdjustedForecaster(forecaster, lambda_fixed=None)

Parameters(2)

forecasterBaseForecaster
The wrapped forecaster to which Box-Cox transformation and bias adjustment will be applied.
lambda_fixedfloat, optional (default=None)
The Box-Cox transformation parameter. If None, it will be estimated.

References

  1. [1 ] Hyndman, R.J., & Athanasopoulos, G. (2018) “Forecasting: principles and practice”, 2nd edition, Section 2.7 - Box-Cox Transformations, OTexts: Melbourne, Australia. OTexts.com/fpp2