Misc

Log Transform

• If time series is multiplicative, use log tranform to convert the series into additive. This is because some algo like ARIMA work better with additive timeseries

• In case there is 0 in time series, add 1 to prevent log(0) and then subtract 1 later

Power Transform

Box Cox Transform

• Combines both log and power transform

• Use lambda that minimise variance or constant variance

  • Guerrero method

  • MLE method