pypi pmdarima 1.7.0
Version 1.7.0

latest releases: 0.0.0, 2.0.4, 2.0.3...
4 years ago

v1.7.0

  • Address issue #341 where a combination of a large m value and D 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 in pmdarima.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 to False 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

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