yohou.stationarity¶
Trend and seasonality estimation, stationarity transforms, and decomposition components.
Transformers¶
| Name | Description |
|---|---|
AbsoluteSeasonalReturn |
Absolute seasonal return (difference) time series transformer. |
ASinhTransformer |
Variance stabilization through arcsinh transform. |
BoxCoxTransformer |
Box-Cox power transformation time series transformer. |
LogTransformer |
Logarithmic time series transformer. |
SeasonalDifferencing |
Seasonal differencing time series transformer. |
SeasonalLogDifferencing |
Seasonal log differencing time series transformer. |
SeasonalReturn |
Seasonal percentage return time series transformer. |
Point Forecasters¶
| Name | Description |
|---|---|
FourierSeasonalityForecaster |
Forecast using Fourier series representation of seasonality. |
PatternSeasonalityForecaster |
Forecast using seasonal pattern extraction and repetition. |
PolynomialTrendForecaster |
Forecast using polynomial trend extrapolation with ElasticNet regularization. |