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[Models] Add composable transformations to be applied before fitting a model
Description
Transformations can often enhance the performance of certain types of models and data. We propose introducing a suite of composable transformations that can be applied to the time series before fitting the model. This might be implemented as follows:
from statsforecast.transformations import BoxCox, MinMax
sf = StatsForecast(
models=[BoxCox(MinMax(AutoARIMA()))]
)
The new suite of transformations should be incorporated into the statsforecast/transformations.py module. The order of transformations should be from left to right; in the given example, BoxCox would be applied first, followed by MinMax, and finally the AutoARIMA model would be fitted on the fully transformed series.
Use case
No response