pmdarima
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Add more scoring to pmdarima.arima.AutoARIMA
Is your feature request related to a problem? Please describe.
I'm frustrated since I can not use scores other than MAE and MSE to select the best parameters for ARIMA.
Describe the solution you'd like
I would like to enable MAPE, SMAPE as well as custom scoring functions in AutoARIMA and would like to contribute the code.
Thanks for the willingness to contribute the code! This would be a good feature
You’re welcome! Looks like I may only need to change some docstrings.