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Add more scoring to pmdarima.arima.AutoARIMA

Open iajoiner opened this issue 3 years ago • 2 comments

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.

iajoiner avatar Jun 03 '21 01:06 iajoiner

Thanks for the willingness to contribute the code! This would be a good feature

tgsmith61591 avatar Jun 03 '21 01:06 tgsmith61591

You’re welcome! Looks like I may only need to change some docstrings.

iajoiner avatar Jun 06 '21 19:06 iajoiner