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Mathematical re-expression, often nonlinear, of data values. Data are often transformed either to meet the assumptions of a statistical model or to make the results of an analysis more interpretable.

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Can log-transform to TS reduce forecast accuracy vs non-transformed TS

I have to apply a SARIMAX model to over 300 TS. Many of them have increasing volatility which can be addressed by aplying log to the TS. Problem is that also many TSs don't have this problem. Is it ok …
Oliver Mohr Bonometti's user avatar