pmdarima 1.2.0

Version 1.2.0

on Python PyPI

v1.2.0

• Adds the OCSBTest of seasonality, as discussed in #88
• Default value of seasonal_test changes from "ch" to "ocsb" in auto_arima
• Default value of test changes from "ch" to "ocsb" in nsdiffs
• Adds benchmarking notebook and capabilities in pytest plugins
• Removes the following environment variables, which are now deprecated:
  • PMDARIMA_CACHE and PYRAMID_ARIMA_CACHE
  • PMDARIMA_CACHE_WARN_SIZE and PYRAMID_ARIMA_CACHE_WARN_SIZE
  • PYRAMID_MPL_DEBUG
  • PYRAMID_MPL_BACKEND
• Deprecates the is_stationary method in tests of stationarity. This will be removed in
  v1.4.0. Use should_diff instead.
• Adds two new datasets: airpassengers & austres
• When using out_of_sample, the out-of-sample predictions are now stored
  under the oob_preds_ attribute.
• Adds a number of transformer classes including:
  • BoxCoxEndogTransformer
  • FourierFeaturizer
• Adds a Pipeline class resembling that of scikit-learn's, which allows the
  stacking of transformers together.
• Adds a class wrapper for auto_arima: AutoARIMA. This is allows auto-ARIMA
  to be used with pipelines.