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Variance Stabilizing Transformations by ikim15ompoc is a document available to read on EtoBox.
What is Variance Stabilizing Transformations about?
The document discusses transformations of time series data to achieve stationarity before modeling. It describes how the variance of some nonstationary processes changes over time in relation to the mean. Taking the square root, logarithm, or reciprocal of the data can stabilize the variance if it is proportional to the mean, mean squared, or mean to the fourth power, respectively. More generally, a Box-Cox transformation with parameter λ can stabilize the variance, with different values of λ corresponding
- Author
- ikim15ompoc
- Language
- EN