statsforecast

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AutoARIMA, AutoETS' documentation missing `ic` options (`aic`, `bic`, `aicc`).

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### Description Hi! I'm new to this library. I cannot find the possible values for each parameter. For example, in https://nixtla.github.io/statsforecast/models.html#autoarima, I can see the defaults, but if I wanted...

victor-guerrero

Improved notebook on exogenous regressors

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MMenchero

Feat/improve anomaly detection nb

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MMenchero

[FEAT] Add M5 and M4-Daily experiments (Amazon Forecast)

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This PR includes an experiment comparing `AmazonForecast` and `StatsForecast` using the M5 and M4-Daily datasets.

AzulGarza

Re-use parameters found by AutoARIMA

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I want to forward validate several auto AutoARIMA models wrapped in a StatsForecast object (multiple time series). Is there a way to freeze once found optimal auto arima parameters to...

leif-feddersen

Add Developments folder via upload

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Developments folder contain Ensemble notebook

facundoallia

[Bug] Can not use StatsForecast.forecast and Exogenous Regressors

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### What happened + What you expected to happen Hi, I tried to use StatsForecast library for my personal dataframe, following the example with exogenous regressors from this link https://nixtla.github.io/statsforecast/examples/exogenous.html...

MariaBocsa

Better description/information on Exception: no model able to be fitted

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I'm trying to fit several models in a group of time series, using the following code: `fcst = StatsForecast(df=Y_train_df, models=[ AutoARIMA(season_length=12), AutoCES(season_length=12), SeasonalNaive(season_length=12), HistoricAverage(), RandomWalkWithDrift(), ], freq='M', n_jobs=-1)` But sometimes...

renanklehm

Identify unique_id's that utilize a fallback_model

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When passing a `fallback_model` it would be helpful to be able to identify which `unique_id` utilized a `fallback_model`. For instance if you were to attempt to forecast with the `AutoARIMA`...

colorado-mike

Importing statsforecast supersedes any logging config

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**Describe the bug** A best practice in python is to setup the main python file in the following way: ``` ... if __name__ == '__main__': ``` However, importing `statsforecast` will...

JeroenPeterBos