Releases
v1.2.0
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.
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