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amitrani6/time_series_transformation_code.py

Created January 10, 2020 03:49
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Transformations of time series data
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time_series_transformation_code.py
# Create transformation columns of the adjusted close price
# Calculate the log of the adjusted close prices
inx_df['adj_close_log'] = np.log(inx_df['adj_close'])
# Calculate the square root of the adjusted close prices
inx_df['adj_close_sqrt'] = np.sqrt(inx_df['adj_close'])
# Calculate the cubed root of the adjusted close prices
inx_df['adj_close_cbrt'] = np.cbrt(inx_df['adj_close'])
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