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Releases: Nixtla/statsforecast

AutoARIMA predict_in_sample

19 Mar 02:59
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  • Added predict_in_sample method for AutoARIMA.
  • Users can now compute in sample forecasts including prediction intervals.

AutoARIMA class

11 Mar 19:14
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  • Now: Good Ol' sklearn syntax with model = AutoARIMA(); model.fit(y); model.predict(10).
  • Bug fixes.

Prediction intervals for AutoARIMA

07 Mar 19:13
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Notable changes

  • Inclusion of prediction intervals for auto_arima.
  • statsforecast is now installable from conda-forge (conda install -c conda-forecast statsforecast, thanks to @sugatoray).

Exogenous variables for AutoARIMA

01 Mar 20:57
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Notable changes

  • Inclusion of exogenous variables for auto_arima.
  • The StatsForecast class now handles exogenous variables.
  • This release allows developers to include more models that use exogenous variables.
  • Bug fixes.