An autoregressive (AR) model is autoregressive, $$ \begin{equation} \log p_\theta (x) = \sum_{t=1}^T …
An autoregressive (AR) model is autoregressive, $$ \begin{equation} \log p_\theta (x) = \sum_{t=1}^T …
The Box-Cox transformation transforms data into Gaussian data, which is especially useful in feature engineering, e.g., fixing irregularities in variances of a time series.
The Box-Cox transformation transforms data into Gaussian data, which is especially useful in feature engineering, e.g., fixing irregularities in variances of a time series.