Box Cox Transformation Python. A quick google search for how to fix non normally distributed data revealed the box cox transformation. You can also specify a number alpha which calculates the confidence interval for that value.
Box cox requires input data to be strictly positive while yeo johnson supports both positive or negative data. This is a procedure to identify a suitable exponent lambda l to use to transform skewed data. The basic idea behind this method is to find some value for λ such that the transformed data is as close to normally distributed as possible using the following formula.
This is a procedure to identify a suitable exponent lambda l to use to transform skewed data.
The box cox transform is given by. Sklearn preprocessing power transform x method box cox standardize true copy true apply a power transform featurewise to make data more gaussian like. After writing a simple script to perform the transformation my accuracy measures jumped to nearly 80 an incredible 20 increase. Boxcox requires the input data to be positive.