목차

Box-Cox 변환 (Box-Cox Transform)

정의

변환식

$$\left( \begin{array}{rrr}2-x & -2 & 3 \\ -3 & x-5 & 1 \\ 0 & 1 & x+2\end{array} \right)$$

$$y_{i}^{(\lambda)} = \left( \begin{array}{rr} \frac{y_{i}^{\lambda}-1}{\lambda} & , \mathrm{if} \lambda \neq 0 \\ \mathrm{ln}(y_{i}) & , \mathrm{if} \lambda = 0 \end{array} \right $$