boxcox transform use?

[cdeterman]

In the nowcasting example here it is mentioned that boxcox transforms are often used in these types of problems. How would you envision it working in an example with river? The TargetStandardScaler is straightforward but I don't see how to do the 'rolling' box cox transform to keep the lambda value for doing the inverse box cox. Any recommendations?

[MaxHalford]

Hey, sorry I missed this discussion.

You could pass the appropriate functions to TargetTransformRegressor, using formulas from Wikipedia:

lam = 3
box_cox_target_transformer = TargetTransformRegressor(
    regressor,
    func=lambda x: (x ** lam - 1) / lam,
    inverse_func=lambda y: y * lam ** 1 / lam + 1
)

Note that I haven't tested this code.