Lecture 11 – Gaussian transformation methods#

Contents of this lecture

  • Why transferring to Gaussian

  • How to check Gaussian distribution

  • Gaussian transformation methods

    • Needs for data transfer

    • Log Transformation

    • Square root Transformation

    • Reciprocal Transformation

    • Exponential Transformation

    • Box-Cox Transformation

  • Some examples

    • file: contents/P4_time-series/l11_gaussian-transform.md title: Lecture 11 – Gaussian transformation methods sections:

      • file: contents/P4_time-series/tutorials/lecture11/examples.ipynb title: Computer Examples

      • file: contents/P4_time-series/tutorials/lecture11/exercise.ipynb title: Computer Excercises

    • file: contents/P4_time-series/l12_stationary-gaussian.md title: Lecture 12 – Basic properties of stationary Gaussian process

    • file: contents/P4_time-series/l13_timeseriesmodel.md title: Lecture 13 – Time series analysis and model exploration

    • file: contents/P4_time-series/l14_ar-ma1.md title: Lecture 14 – Auto regressive models and Moving average models (1) sections:

      • file: contents/P4_time-series/tutorials/lecture14/examples.ipynb title: Computer Examples

    • file: contents/P4_time-series/l15_ar-ma2.md title: Lecture 15 – Auto regressive models and Moving average models (2)

    • file: contents/P4_time-series/l16_arima.md title: Lecture 16 – ARIMA models