Create A Master Data Pre-Processing Function

[JonathanBechtel]

It would be very helpful to be able to call a function called prep_data or something similar that will automatically take in a dataset (or X & y) if you want, and do the appropriate data processing steps without the user having to do it manually.

Such a function should be able to do the following:

• Standardize the data if necessary
• Detect if the time series is stationary, and if it's not then take appropriate steps to convert it into one
• Pre-process any exogenuous variables if that's necessary (not sure on this one)

It's tedious to check for each dataset if you have to do X, Y, Z pre-processing step. Ideally we'd like to be able to run a single script and run an experiment, and something like this would be a helpful way to do so.