Produce non-negative prediction interval in fable with time series that include zero values

Machine Learning and Modeling
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Is it possible to avoid negative prediction intervals in fable with non-negative time series that include natural zeros? Box-Cox transformation with lambda=0 can be used when there is no zero but what if it includes many zeros.

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You could use a log(x+c) transformation where c is some small number. It doesn't quite solve the problem, but often works well enough.

Otherwise you could try a different transformation. Some are discussed here: https://stats.stackexchange.com/q/1444/159

2 Likes
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Thank you Rob, I found the solution using scaled_logit() in
fpp3 very useful too.

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