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RicardoSantos
13 paź 2021 09:45
FunctionBoxCoxTransform
BITSTAMP:BTCUSD
1M
Bitcoin / U.S. dollar
Bitstamp
Opis
⋅
13 paź 2021 09:45
Library
"FunctionBoxCoxTransform"
Methods to compute the Box-Cox Transformer.
regular(sample, lambda)
Regular transform.
Parameters:
sample
: float array, sample data values.
lambda
: float, scaling factor.
Returns: float array.
inverse(sample, lambda)
Regular transform.
Parameters:
sample
: float array, sample data values.
lambda
: float, scaling factor.
Returns: float array.
MATH
arrays
statistics
BOX-COX
LOG
Komentarze
glikar
⋅
13 paź 2021 19:50
Interesting, I've been searching for a way to normalize price. But I am a little shocked in that all the chart information is lost excepting periodicity.
RicardoSantos
⋅
13 paź 2021 09:46
further reading:
statology.org/box-cox-transformation-excel/
geeksforgeeks.org/box-cox-transformation-using-python/
github.com/business-science/timetk/blob/master/R/vec-box_cox.R
frost-lee.github.io/box-cox-linear-model/
otexts.com/fpp2/transformations.html
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