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[ENH] Implement Yeo-Johnson Series Transformer #1475

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TonyBagnall opened this issue Apr 25, 2024 · 1 comment · Fixed by #2164
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[ENH] Implement Yeo-Johnson Series Transformer #1475

TonyBagnall opened this issue Apr 25, 2024 · 1 comment · Fixed by #2164
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@alexbanwell1
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enhancement New feature, improvement request or other non-bug code enhancement implementing algorithms Implementing new algorithms/estimators transformations Transformations package

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@TonyBagnall
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Describe the feature or idea you want to propose

a long time ago I experimented with the Yeo-Johnson regressor transform.

https://ieeexplore.ieee.org/document/1716845

Yeo-Johnson is an extension of Box-Cox that allows xero and negative regressor values. We have an implementation of Box Cox, it would be nice to include Yeo-Johnson

Describe your proposed solution

either extend Box Cox once it is moved into series tranformers, or implement a new BaseSeriesTransformer

Describe alternatives you've considered, if relevant

No response

Additional context

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@TonyBagnall TonyBagnall added enhancement New feature, improvement request or other non-bug code enhancement good first issue Good for newcomers transformations Transformations package labels Apr 25, 2024
@TonyBagnall TonyBagnall added the implementing algorithms Implementing new algorithms/estimators label Sep 17, 2024
@alexbanwell1
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@aeon-actions-bot assign @alexbanwell1

@aeon-actions-bot aeon-actions-bot bot removed the good first issue Good for newcomers label Sep 30, 2024
alexbanwell1 pushed a commit to alexbanwell1/aeon that referenced this issue Oct 8, 2024
Add YeoJohnson Transformer as per [ENH] Implement Yeo-Johnson Series …
5b484b9 
…Transformer aeon-toolkit#1475
@alexbanwell1 alexbanwell1 mentioned this issue Oct 8, 2024
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TonyBagnall added a commit that referenced this issue Oct 12, 2024
@alexbanwell1 @TonyBagnall
[ENH] Add Yeo Johnson Transform (#2164)
df5a2ec 
* Add YeoJohnson Transformer as per [ENH] Implement Yeo-Johnson Series Transformer #1475

* Add YeoJohnsonTransformer to API docs

* Update and rename yeojohnson.py to _yeojohnson.py

* Update test_yeojohnson.py

* Update _yeojohnson.py

* Update test_yeojohnson.py

* Update _yeojohnson.py

* Update test_yeojohnson.py

* Update _yeojohnson.py

* Update _yeojohnson.py

Minor documentation corrections, and adjust tags as per PR feedback

* Implement YeoJohnson Transform algorithm in its own right, and test against scipy implementation. Add the ability to specify the lambda parameter manually

* Fix typo in capability

* Fix typo in package name

* Fix type in doc example

* Minor updates to better fit coding conventions

* Fix YeoJohnson test

---------

Co-authored-by: Alex Banwell <[email protected]>
Co-authored-by: Tony Bagnall <[email protected]>
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enhancement New feature, improvement request or other non-bug code enhancement implementing algorithms Implementing new algorithms/estimators transformations Transformations package
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[ENH] Add Yeo Johnson Transform alexbanwell1/aeon
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@TonyBagnall @alexbanwell1