pmdarima
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A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function.
# Description Cython version `0.29.31` broke our nightly build, so we want to avoid that (we have confirmed that the new `0.29.32` works). Separately macOS `10.15` is [deprecated by GitHub](https://github.com/actions/virtual-environments/issues/5583)...
**Describe the bug** Regardless of what value I put into the diff_inv function for xi, it returns the same array. The array it returns is correct, except it doesn't adjust...
When cross-compiling for OSX ARM64, this line fails because `test_program` can not be run on the machine: https://github.com/alkaline-ml/pmdarima/blob/48790650f3b81401c6953f32dfb612f9ff25af98/pmdarima/_build_utils/pre_build_helpers.py#L55 I worked around this problem in https://github.com/conda-forge/pmdarima-feedstock/pull/29 by removing the pre-build check....
[BUG] ARIMA MLE convergence failure in a case where it is not obvious why it would fail to converge
### Describe the bug Pasting some breaking code, reduced from `sktime` code posted there by @garrus990, here: https://github.com/alan-turing-institute/sktime/issues/1871 A seemingly innocuous application of `ARIMA` leads to what looks like an...
### Describe the bug If the data provided has numbers of different orders, auto_arima gives errors. ### To Reproduce ``` import numpy as np import pmdarima as pm # original...
Error: Input contains NaN, infinity or a value too large for dtype('float64'): pmdarima.predict()
**Describe the bug** The method abruptly exit with the below error... ValueError: Input contains NaN, infinity or a value too large for dtype('float64'). But The data is clean and no...
### Describe the bug I am working with a time series made of daily observations which shows a 7-days period with a drop on Sundays (and holidays, more in general)...
### Is your feature request related to a problem? Please describe. It would be nice to directly support simulating from a fitted ARIMA model, e.g. to have a `simulate` method...
### Describe the bug auto_arima is returning constant predictions when data is too small., i.e., close to zero Initially, I generated a linear trendy time series with slope 0.5 and...
### Is your feature request related to a problem? Please describe. I recently ran into a problem where I found that auto_arima() was using multiple cores while fitting a stepwise...