Hi nixtla team and community, I have a question re...
# mlforecast
t
Hi nixtla team and community, I have a question regarding bounded forecast and differencing in mlforecast. Suppose my time series is strictly positive, however after the differencing process, there are negative values. In this case, how do I make sure that the final forecasting output is still positive? From my understanding, using CoxBox transformation or setting a poisson objective won't really help here since including differences means that the actual input to the model will still contain negative values. Currently I'm just clipping the final output to 0 but wondering if there is another way to do it. Appreciate any help here, thanks!
adding local coxbox transform will result in this error which makes sense to me
j
Hey. You could define a target transformation that adds the minimum value to all values, that way the minimum would be 0 and you could then use a log1p or similar
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