v1.7.0
-
Address issue #341 where a combination of a large
m
value andD
value could difference an array into
being too small to test stationarity in the ADF test -
Fix issue #351 where a large value of
m
could prevent the seasonality test from completing. -
Fix issue #354 where models with near non-invertible roots could still be considered as candidate best-fits.
-
Remove legacy pickling behavior that separates the statsmodels object from the pmdarima
object. This breaks backwards compatibility with versions pre-1.2.0. -
Change default
with_intercept
inpmdarima.arima.auto_arima
to'auto'
rather than
True
. This will behave much like the current behavior, where a truthiness check will still return
True, but allows the stepwise search to selectively change it toFalse
in the presence of certain
differencing conditions. -
Inverse endog transformation is now supported when
return_conf_int=True
on pipeline predictions -
Fix a bug where the
pmdarima.model_selection.SlidingWindowForecastCV
could produce
too few splits for the given input data. -
Permit custom scoring metrics to be passed for out-of-sample scoring, as requested in #368