-
No longer use statsmodels'
ARIMA
orARMA
class under the hood; only use
theSARIMAX
model, which cuts back on a lot of errors/warnings we saw in the past.
(#211) -
Defaults in the
ARIMA
class that have changed as a result of #211:maxiter
is now 50 (wasNone
)method
is now 'lbfgs' (wasNone
)seasonal_order
is now(0, 0, 0, 0)
(wasNone
)max_order
is now 5 (was 10) and is no longer used as a constraint whenstepwise=True
-
Correct bug where
aicc
always added 1 (for constant) to degrees of freedom,
even whendf_model
accounted for the constant term. -
New
pmdarima.arima.auto.StepwiseContext
feature for more control over
fit duration (introduced by @kpsunkara in #221. -
Adds the
pmdarima.preprocessing.LogEndogTransformer
class as discussed in
#205 -
Exogenous arrays are no longer cast to numpy array by default, and will pass pandas
frames through to the model. This keeps variable names intact in the summary #222 -
Added the
prefix
param to exogenous featurizers to allow the addition of meaningful
names to engineered features. -
Added polyroot test of near non-invertibility when
stepwise=True
. For
models that are near non-invertible will be deprioritized in model selection
as requested in #208 -
Removes
pmdarima.arima.ARIMA.add_new_samples
, which was previously deprecated.
Usepmdarima.arima.ARIMA.update
instead. -
The following args have been deprecated from the
pmdarima.arima.ARIMA
class
as well aspmdarima.arima.auto_arima
and any other calling methods/classes:disp
[1]callback
[1]transparams
solver
typ
[1] These can still be passed to the
fit
method via**fit_kwargs
, but should
no longer be passed to the model constructor. -
Added
diff_inv
function that is in parity with R's implementation, as requested in #180 -
Added
decompose
function that is in parity with R's implementation,
as requested in #190