pypi pmdarima 1.5.0
Version 1.5.0

latest releases: 0.0.0, 2.0.4, 2.0.3...
4 years ago
  • No longer use statsmodels' ARIMA or ARMA class under the hood; only use
    the SARIMAX 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 (was None)
    • method is now 'lbfgs' (was None)
    • seasonal_order is now (0, 0, 0, 0) (was None)
    • max_order is now 5 (was 10) and is no longer used as a constraint when stepwise=True
  • Correct bug where aicc always added 1 (for constant) to degrees of freedom,
    even when df_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.
    Use pmdarima.arima.ARIMA.update instead.

  • The following args have been deprecated from the pmdarima.arima.ARIMA class
    as well as pmdarima.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

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