def METHOD_NAME(self, y, X=None, **kwargs):
    """Update the params and return the transformed arrays
    Parameters
    ----------
    y : array-like or None, shape=(n_samples,)
        The endogenous (time-series) array.
    X : array-like or None, shape=(n_samples, n_features)
        The exogenous array of additional covariates.
    **kwargs : keyword args
        Keyword arguments required by the transform function.
    """