mike
11/17/2022, 10:35 PMfable
to statsforecast in our production environment. However, I’m running into an issue with replication. Is it possible to boxcox
transform prior to the forecasting step and back transform to produce the forecast mean rather than median? I’ve tried using the scipy
python package, but it’s producing lower predictions than the R implementation. Any ideas / thoughts?
Examples:
ETS -> fable::ETS(fabletools::box_cox(qty + 1, lambda = 0.3), opt_crit = "mae")
ARIMA -> fable::ARIMA((fabletools::box_cox(qty + 1, lambda = 0.4)) ~ PDQ(period = 13), stepwise = TRUE)
THETA -> THETA(fabletools::box_cox(qty + 1, lambda = 0.1) ~ season(method = "additive"))
mike
11/17/2022, 10:37 PMAutoARIMA
class, but still getting fairly low predictions: AutoARIMA(stepwise=True,season_length=13,blambda=0.4,biasadj=0.4)
Max (Nixtla)
11/17/2022, 10:50 PMmike
11/17/2022, 11:06 PM