TradingView
RicardoSantos
13 Okt 2021 pukul 09.45
FunctionBoxCoxTransform
BITSTAMP:BTCUSD
1M
Bitcoin / U.S. dollar
Bitstamp
Huraian
⋅
13 Okt 2021 pukul 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
Komen
glikar
⋅
13 Okt 2021 pukul 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 Okt 2021 pukul 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
Lebih