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Boxcox

polars_ts.transforms.boxcox

Box-Cox power transform and inverse for time series target columns.

boxcox_transform(df, lam, target_col='y')

Apply Box-Cox power transform to target column in-place.

Transform definition:

  • lambda == 0: log(y)
  • lambda != 0: (y^lambda - 1) / lambda
Parameters

df Input DataFrame. lam Box-Cox lambda parameter. target_col Column to transform.

Returns

pl.DataFrame DataFrame with target_col replaced by its Box-Cox transform, {target_col}_original preserving pre-transform values, and {target_col}_boxcox_lambda storing the lambda for inversion.

inverse_boxcox_transform(df, lam=None, target_col='y')

Invert Box-Cox transform on target column.

Parameters

df DataFrame with a Box-Cox-transformed target column. lam Box-Cox lambda. If None, read from {target_col}_boxcox_lambda column. target_col Column to invert.

Returns

pl.DataFrame DataFrame with target_col restored and metadata columns dropped.