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Discussion of article "The Box-Cox Transformation"

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MetaQuotes Software Corp.
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MetaQuotes Software Corp. 2012.03.20 08:32 

New article The Box-Cox Transformation is published:

The article is intended to get its readers acquainted with the Box-Cox transformation. The issues concerning its usage are addressed and some examples are given allowing to evaluate the transformation efficiency with random sequences and real quotes.

Fig. 1. The Box-Cox transformation in case of various values of the lambda parameter


Author: Victor

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