Fix memory crash/perf. issue with arima.py + exogenous regressors
This simple patch would fix the issue described in #1006; also, by not computing the full matrices in one case and just the singular values in the other, there would also be big performance gains, depending on the time series, regressors, etc.
Check out this pull request on ![]()
See visual diffs & provide feedback on Jupyter Notebooks.
Powered by ReviewNB
Thank you for your submission! We really appreciate it. Like many open source projects, we ask that you all sign our Contributor License Agreement before we can accept your contribution.
0 out of 2 committers have signed the CLA.
:x: belliriccardo
:x: elephaint
You have signed the CLA already but the status is still pending? Let us recheck it.
@belliriccardo Thanks for your contribution!
Hey @elephaint ! Sorry I'm late, I've just seen this. Thanks for the feedback; I didn't know about nbdev_export, but I can see that you already merged the changes. Do I still need to run the command or do something else?