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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.