compotime.preprocess.treat_small

compotime.preprocess.treat_small(y: DataFrame, minimum: float) → DataFrame

Adjust the compositional time series so that no value is smaller than minimum.

Notes

This adjustment ensures that, at each timestamp \(t\), the values of the time series still sum to one (see [1]).

[1]

Snyder, R.D. et al. 2017 Forecasting compositional time series: A state space approach International Journal of Forecasting.

Parameters:

y – Time series data, where each column represents a particular time series. minimum: Minimum value to appear in the time series.

Returns:

Adjusted compositional time series.

Return type:

pd.DataFrame